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JSIAM Letters
Vol. 7 (2015) p. 53-56

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http://doi.org/10.14495/jsiaml.7.53

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To estimate the number of eigenvalues of a Hermitian matrix that are located in a given interval, existing methods include polynomial filtering and rational filtering. Both filtering approaches are based on stochastic approximations for matrix trace. In this paper, we analyze a rational filtering method that is based on polynomial filtering in which the solutions to the linear systems are approximated by a Krylov subspace method. Our analysis and numerical experiments indicate that the rational filtering method is effective when the eigenvalues of a given matrix are sparsely distributed in the target interval.

Copyright © 2015, The Japan Society for Industrial and Applied Mathematics

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