A projection method for generalized eigenvalue problems

  title={A projection method for generalized eigenvalue problems},
  author={Tetsuya Sakurai and Hiroshi Sugiura},
In this paper, we propose a method for finding certain eigenvalues of a generalized eigenvalue problem that lie in a given domain of the complex plane. The proposed method projects the matrix pencil onto a subspace associated with the eigenvalues that are located in the domain via numerical integration. The projection produces a small pencil with Hankel matrices. 
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