Geodesic
Spectral Schur complement techniques for symmetric eigenvalue problems
Electronic transactions on numerical analysis, Tome 45 (2016), pp. 305-329
This paper presents a domain decomposition-type method for solving real symmetric (Hermitian) eigenvalue problems in which we seek all eigenpairs in an interval $[\alpha,\beta]$ or a few eigenpairs next to a given real shift $\zeta$. A Newton-based scheme is described whereby the problem is converted to one that deals with the interface nodes of the computational domain. This approach relies on the fact that the inner solves related to each local subdomain are relatively inexpensive. This Newton scheme exploits spectral Schur complements, and these lead to so-called eigenbranches, which are rational functions whose roots are eigenvalues of the original matrix. Theoretical and practical aspects of domain decomposition techniques for computing eigenvalues and eigenvectors are discussed. A parallel implementation is presented and its performance on distributed computing environments is illustrated by means of a few numerical examples.
Classification : 65F15, 15A18, 65F50
Keywords: domain decomposition, spectral Schur complements, eigenvalue problems, Newton's method, parallel computing 
@article{ETNA_2016__45__a10,
     author = {Kalantzis,  Vassilis and Li,  Ruipeng and Saad,  Yousef},
     title = {Spectral {Schur} complement techniques for symmetric eigenvalue problems},
     journal = {Electronic transactions on numerical analysis},
     pages = {305--329},
     year = {2016},
     volume = {45},
     zbl = {1352.65118},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/ETNA_2016__45__a10/}
}
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%A Saad,  Yousef
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Kalantzis,  Vassilis; Li,  Ruipeng; Saad,  Yousef. Spectral Schur complement techniques for symmetric eigenvalue problems. Electronic transactions on numerical analysis, Tome 45 (2016), pp. 305-329. http://geodesic.mathdoc.fr/item/ETNA_2016__45__a10/