A projection method for generalized eigenvalue problems using numerical integration

  • Authors:
  • Tetsuya Sakurai;Hiroshi Sugiura

  • Affiliations:
  • Institute of Information Sciences and Electronics, University of Tsukuba, Tsukuba 305-8573, Japan;Graduate School of Engineering, Nagoya University, Nagoya 464-8603, Japan

  • Venue:
  • Journal of Computational and Applied Mathematics - Special issue: Proceedings of the 6th Japan--China joint seminar on numerical mathematics, university of Tsukuba, Japan, 5-9 August 2002
  • Year:
  • 2003

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Abstract

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.