A New Algorithm for Solving Large-Scale Generalized Eigenvalue Problem Based on Projection Methods. (14th December 2020)

• Record Type: Journal Article
• Authors: Nedamani, F. Abbasi; Sheikhani, A. H. Refahi; Najafi, H. Saberi
• Other Names: Zhang Li-Tao Academic Editor.
• Is Part Of: Mathematical problems in engineering. Volume 2020(2020)
• Publication Date: 2020-12-14
• Subjects: Engineering mathematics -- Periodicals; 510.2462
• DOI: 10.1155/2020/8895856
• Languages: English
• ISSNs: 1024-123X

Abstract

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.