"Bi-Newton's method for computing spectral projectors"
Demyanko K.V. and Nechepurenko Yu.M.

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.

  • Demyanko K.V. – Moscow Institute of Physics and Technology, Faculty of Problems of Physics and Energetics; pereulok Institutskii 9, Dolgoprudnyi, 141700, Russia; Graduate Student, e-mail: kirill.demyanko@yandex.ru
  • Nechepurenko Yu.M. – Institute of Numerical Mathematics, Russian Academy of Sciences; ulitsa Gubkina 8, Moscow, 119333, Russia; Ph.D., Leading Scientist, e-mail: yumnech@yandex.ru