arXiv · 1512.05292
Accurate Inverses for Computing Eigenvalues of Extremely Ill-conditioned Matrices and Differential Operators
Abstract
This paper is concerned with computations of a few smaller eigenvalues (in absolute value) of a large extremely ill-conditioned matrix. It is shown that smaller eigenvalues can be accurately computed for a diagonally dominant matrix or a product of diagonally dominant matrices by combining a standard iterative method with the accurate inversion algorithms that have been developed for such matrices. Applications to the finite difference discretization of differential operators are discussed. In particular, a new discretization is derived for the 1-dimensional biharmonic operator that can be written as a product of diagonally dominant matrices. Numerical examples are presented to demonstrate the accuracy achieved by the new algorithms.
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Qiang Ye. 2015-12-16. Accurate Inverses for Computing Eigenvalues of Extremely Ill-conditioned Matrices and Differential Operators. https://arxiv.org/abs/1512.05292
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