Rectangular eigenvalue problems

12/27/2021
by   Behnam Hashemi, et al.
0

Often the easiest way to discretize an ordinary or partial differential equation is by a rectangular numerical method, in which n basis functions are sampled at m>>n collocation points. We show how eigenvalue problems can be solved in this setting by QR reduction to square matrix generalized eigenvalue problems. The method applies equally in the limit "m=infinity" of eigenvalue problems for quasimatrices. Numerical examples are presented as well as pointers to some related literature.

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