A Multilevel Spectral Indicator Method for Eigenvalues of Large Non-Hermitian Matrices

A Multilevel Spectral Indicator Method for Eigenvalues of Large Non-Hermitian Matrices

Year:    2020

Author:    Ruihao Huang, Jiguang Sun, Chao Yang

CSIAM Transactions on Applied Mathematics, Vol. 1 (2020), Iss. 3 : pp. 463–477

Abstract

Recently a novel family of eigensolvers, called spectral indicator methods (SIMs), was proposed. Given a region on the complex plane, SIMs first compute an indicator by the spectral projection. The indicator is used to test if the region contains eigenvalue(s). Then the region containing eigenvalues(s) is subdivided and tested. The procedure is repeated until the eigenvalues are identified within a specified precision. In this paper, using Cayley transformation and Krylov subspaces, a memory efficient multilevel eigensolver is proposed. The method uses less memory compared with the early versions of SIMs and is particularly suitable to compute many eigenvalues of large sparse (non-Hermitian) matrices. Several examples are presented for demonstration.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/csiam-am.2020-0021

CSIAM Transactions on Applied Mathematics, Vol. 1 (2020), Iss. 3 : pp. 463–477

Published online:    2020-01

AMS Subject Headings:    Global Science Press

Copyright:    COPYRIGHT: © Global Science Press

Pages:    15

Keywords:    Eigenvalue problems spectral indicator method non-Hermitian matrix.

Author Details

Ruihao Huang

Jiguang Sun

Chao Yang