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