{ "id": "1512.05292", "version": "v1", "published": "2015-12-16T19:32:00.000Z", "updated": "2015-12-16T19:32:00.000Z", "title": "Accurate Computations of Eigenvalues of Extremely Ill-conditioned Matrices and Differential Operators", "authors": [ "Qiang Ye" ], "categories": [ "math.NA" ], "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.", "revisions": [ { "version": "v1", "updated": "2015-12-16T19:32:00.000Z" } ], "analyses": { "subjects": [ "65F15", "65F35", "65N06", "65N25" ], "keywords": [ "differential operators", "accurate computations", "diagonally dominant matrix", "smaller eigenvalues", "finite difference discretization" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2015arXiv151205292Y" } } }