A projection method for generalized eigenvalue problems using numerical integration

被引:240
作者
Sakurai, T [1 ]
Sugiura, H
机构
[1] Univ Tsukuba, Inst Informat Sci & Elect, Tsukuba, Ibaraki 3058573, Japan
[2] Nagoya Univ, Grad Sch Engn, Nagoya, Aichi 4648603, Japan
关键词
generalized eigenvalue problem; spectral projection; large scale problem; quadrature method;
D O I
10.1016/S0377-0427(03)00565-X
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we propose a method for finding certain eigenvalues of a generalized eigenvalue problem that lie in a given domain of the complex plane. The proposed method projects the matrix pencil onto a subspace associated with the eigenvalues that are located in the domain via numerical integration. (C) 2003 Elsevier B.V. All rights reserved.
引用
收藏
页码:119 / 128
页数:10
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