Computing spectral measures of self-adjoint operators

06/02/2020

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by   Matthew J. Colbrook, et al.

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Using the resolvent operator, we develop an algorithm for computing smoothed approximations of spectral measures associated with self-adjoint operators. The algorithm can achieve arbitrarily high-orders of convergence in terms of a smoothing parameter for computing spectral measures of general differential, integral, and lattice operators. Explicit pointwise and L^p-error bounds are derived in terms of the local regularity of the measure. We provide numerical examples, including a partial differential operator, and compute one thousand eigenvalues of a Dirac operator to near machine precision without spectral pollution. The algorithm is publicly available in SpecSolve, which is a software package written in MATLAB.