Computing the eigenvalues of symmetric H2-matrices by slicing the spectrum

preprint2014arXivOpen access

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 O(nmlog⁡αn)\mathcal{O}(n m \log^αn) operations, where α>0α>0 is a small constant.

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