A Shift-Deflation Technique for Computing a Large Quantity of Eigenpairs of the Generalized Eigenvalue Problems

Abstract

In this paper, we propose a shift-deflation technique for the generalized eigenvalue problems. This technique consists of the following two stages: the shift of converged eigenvalues to zeros, and the deflation of these shifted eigenvalues. By performing the above technique, we construct a new generalized eigenvalue problem with a lower dimension which shares the same eigenvalues with the original generalized eigenvalue problem except for the converged ones. In addition, we consider the relations of the eigenvectors before and after performing the technique. Finally, numerical experiments show the effectiveness and robustness of the proposed method.

Keywords

• generalized eigenvalue problem
• eigenpair
• shift
• deflation