The computation of eigenvalues of large-scale matrices arising from finite element discretizations has gained significant interest in the last decade (Knyazev et al. in Numerical solution of PDE eigenvalue problems, vol 56. Mathematisches Forschungsinstitut, Oberwolfach, 2013). Here we present an new algorithm based on slicing the spectrum that takes advantage of the rank structure of resolvent matrices in order to compute (Formula presented.) eigenvalues of the generalized symmetric eigenvalue problem in (Formula presented.) operations, where (Formula presented.) is a small constant.
- Slicing the spectrum
- Symmetric generalized eigenproblem
ASJC Scopus subject areas
- Modelling and Simulation
- Theoretical Computer Science
- Computer Vision and Pattern Recognition
- Computational Theory and Mathematics