A New Algorithm for Solving Large-Scale Generalized Eigenvalue Problem Based on Projection Methods

F. Abbasi Nedamani, A. H. Refahi Sheikhani and H. Saberi Najafi

Mathematical Problems in Engineering, 2020, vol. 2020, 1-10

Abstract:

In this paper, we consider four methods for determining certain eigenvalues and corresponding eigenvectors of large-scale generalized eigenvalue problems which are located in a certain region. In these methods, a small pencil that contains only the desired eigenvalue is derived using moments that have obtained via numerical integration. Our purpose is to improve the numerical stability of the moment-based method and compare its stability with three other methods. Numerical examples show that the block version of the moment-based (SS) method with the Rayleigh–Ritz procedure has higher numerical stability than respect to other methods.

Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:8895856

DOI: 10.1155/2020/8895856

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