English

This thesis is about the computation of eigenvalues and eigenvectors of large Hermitian matrices and of Hermitian/Hermitian positive definite matrix pairs. The core technique employed is numerical integration of the resolvent of the matrix (pair). It turns out that the problem of integrating the resolvent is equivalent to a certain approximation problem which can be solved in several ways. A number of contributions to theory of this class of algorithms are made, together with practical considerations. Furthermore, some results concerning the general theory of generalized eigenvalue problems are presented.

Deutsch