Computing the eigenvalues of symmetric H2-matrices by slicing the spectrum
arXiv:1403.4142 · doi:10.1007/s00791-015-0238-y
Abstract
The computation of eigenvalues of large-scale matrices arising from finite element discretizations has gained significant interest in the last decade. Here we present a new algorithm based on slicing the spectrum that takes advantage of the rank structure of resolvent matrices in order to compute m eigenvalues of the generalized symmetric eigenvalue problem in operations, where is a small constant.