An Eigenvalue Solver Using Contour Integration for Linear/Nonlinear Eigenvalue Problems

Date:Thursday, February 19, 2009
Time:1:00pm - 2:00pm
Location:Bldg. 50F, Room 1647

Speaker:
Tetsuya Sakurai
Department of Computer Science
University of Tsukuba, Japan

Abstract:
In this talk, we present a method for solving linear and nonlinear
eigenvalue problems using contour integration. First, we talk about
the case for generalized eigenvalue problems (GEPs). The major
advantage of our method is that it is suitable for distributed
computation because iterative process for constructing subspaces is
not required. A projected matrix pencil with eigenvalues of interest
are derived by solution of systems of linear equations. A parallel
implementation and the estimation of an integral path using the
algebraic sub-structuring method are mentioned. Next, we present an
extension of our method for nonlinear eigenvalue problems (NEPs).
Some numerical experiments illustrate numerical properties of the
proposed method.

Host of Seminar:
Ichitaro Yamazaki