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"Bi-Newton's method for computing spectral projectors" Demyanko K.V. and Nechepurenko Yu.M. |
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An efficient Newton-like method for computing the spectral projector associated with a separated group of eigenvalues near a specified shift of a large sparse matrix is proposed and justified. A number of numerical experiments with a discrete analogue of the non-Hermitian elliptic operator are discussed. Keywords: Newton's method, inverse iterations, tuning, invariant subspace, spectral projector.
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