Abstract
To efficiently calculate only part of the spectrum of a matrix, one can use a projection onto a suitable subspace. In this work, we present a technique to efficiently calculate such a projection without knowledge of the spectrum. The technique requires only few matrix–matrix products and inversions, which for some classes of matrices, like the \({\mathcal{H}}\) -matrices, can be computed in almost linear complexity.
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Hackbusch, W., Kress, W. A projection method for the computation of inner eigenvalues using high degree rational operators. Computing 81, 259–268 (2007). https://doi.org/10.1007/s00607-007-0253-z
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DOI: https://doi.org/10.1007/s00607-007-0253-z