A projection method for generalized eigenvalue problems using numerical integration

[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.

[发布日期] 2003-10-01

[效力级别]  Proceedings Paper

[关键词] generalized eigenvalue problem;spectral projection;large scale problem;quadrature method