FEAST for differential eigenvalue problems

Fuente: arXiv
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Hauptverfasser: Horning, Andrew, Townsend, Alex
Format: Preprint
Veröffentlicht: 2019
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author Horning, Andrew
Townsend, Alex
author_facet Horning, Andrew
Townsend, Alex
contents An operator analogue of the FEAST matrix eigensolver is developed to compute the discrete part of the spectrum of a differential operator in a region of interest in the complex plane. Unbounded search regions are handled with a novel rational filter for the right half-plane. If the differential operator is normal or self-adjoint, then the operator analogue preserves that structure and robustly computes eigenvalues to near machine precision accuracy. The algorithm is particularly adept at computing high-frequency modes of differential operators that possess self-adjoint structure with respect to weighted Hilbert spaces.
format Preprint
id arxiv_https___arxiv_org_abs_1901_04533
institution arXiv
publishDate 2019
record_format arxiv
spellingShingle FEAST for differential eigenvalue problems
Horning, Andrew
Townsend, Alex
Numerical Analysis
34L16, 65F15
An operator analogue of the FEAST matrix eigensolver is developed to compute the discrete part of the spectrum of a differential operator in a region of interest in the complex plane. Unbounded search regions are handled with a novel rational filter for the right half-plane. If the differential operator is normal or self-adjoint, then the operator analogue preserves that structure and robustly computes eigenvalues to near machine precision accuracy. The algorithm is particularly adept at computing high-frequency modes of differential operators that possess self-adjoint structure with respect to weighted Hilbert spaces.
title FEAST for differential eigenvalue problems
topic Numerical Analysis
34L16, 65F15
url https://arxiv.org/abs/1901.04533