Eigenvalue computations in the context of data-sparse approximations of integral operators

• Type: Article in International Scientific Journal
• Date: 2013

Authors

roman, je (Author) Other; vasconcelos, pb (Author) FEP; nunes, al (Author) Other

Journal

Title: Journal of Computational and Applied Mathematics

Vol. 237

Pages: 171-181

ISSN: 0377-0427

Publisher: Elsevier

Indexing

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Scientific classification

FOS: Natural sciences > Mathematics

Other information

Authenticus ID: P-002-28G

DOI: 10.1016/j.cam.2012.07.021

Abstract (EN): In this work, we consider the numerical solution of a large eigenvalue problem resulting from a finite rank discretization of an integral operator. We are interested in computing a few eigenpairs, with an iterative method, so a matrix representation that allows for fast matrix-vector products is required. Hierarchical matrices are appropriate for this setting, and also provide cheap LU decompositions required in the spectral transformation technique. We illustrate the use of freely available software tools to address the problem, in particular SLEPc for the eigensolvers and HLib for the construction of H-matrices. The numerical tests are performed using an astrophysics application. Results show the benefits of the data-sparse representation compared to standard storage schemes, in terms of computational cost as well as memory requirements.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 11