Abstract
Given a regular matrix pencil λB− A having no eigenvalues on the circle C r of center 0and radius r, we describe a new algorithm to compute iteratively the deflating subspaces of λB− A corresponding to the eigenvalues inside and outside C r along with “a spectral condition number” that indicates the numerical quality of the computed deflating subspaces. We then generalize the proposed algorithm to the case where C r is replaced by a straight line or an ellipse.
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