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Harmonic Rayleigh-Ritz extraction for the multiparameter eigenvalue problem

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Abstract

We study harmonic and refined extraction methods for the multiparameter eigenvalue problem. These techniques are generalizations of their counterparts for the standard and generalized eigenvalue problem. The methods aim to approximate interior eigenpairs, generally more accurately than the standard extraction does. We study their properties and give Saad-type theorems. The processes can be combined with any subspace expansion approach, for instance a Jacobi-Davidson type technique, to form a subspace method for multiparameter eigenproblems of high dimension.
Original languageEnglish
Pages (from-to)81-96
Number of pages16
JournalElectronic Transactions on Numerical Analysis
Volume29
Publication statusPublished - 2008

Keywords

  • Harmonic extraction
  • Jacobi-Davidson
  • Multiparameter eigenvalue problem
  • Rayleigh-Ritz
  • Refined extraction
  • Saad's theorem
  • Subspace method
  • Two-parameter eigenvalue problem

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