Twice is enough for dangerous eigenvalues

We analyze the stability of a class of eigensolvers that target interior eigenvalues with rational filters. We show that subspace iteration with a rational filter is robust even when an eigenvalue is near a filter's pole. These dangerous eigenvalues contribute to large round-off errors in the f...

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Bibliographic Details
Main Authors: Horning, A, Nakatsukasa, Y
Format: Journal article
Language:English
Published: Society for Industrial and Applied Mathematics 2022