Recovering from accuracy deterioration in the contour integral based eigensolver
We consider a contour integral based eigensolver that finds eigenvalues in a given domain and the corresponding eigenvectors of the generalized eigenvalue problem. In the contour integralbased eigensolver, quadrature points are placed in the complex plane in order to approximate the contour integral. When eigenvalues exist near a quadrature point, the accuracy of other eigenvalues is deteriorated. We herein propose a method by which to recover the accuracy of the eigenpairs when eigenvalues exist near a quadrature point. A numerical experiment is conducted in order to verify that the proposed method is efficient.
JSIAM Lett.