@TechReport{ it:2021-005, author = {Giovanni Barbarino and Melker Claesson and Sven-Erik Ekstr{\"o}m and Carlo Garoni and David Meadon}, title = {Matrix-Less Eigensolver for Large Structured Matrices}, institution = {Department of Information Technology, Uppsala University}, department = {Division of Scientific Computing}, year = {2021}, number = {2021-005}, month = aug, abstract = {Sequences of structured matrices of increasing size arise in many scientific applications and especially in the numerical discretization of linear differential problems. We assume as a working hypothesis that the eigenvalues of a matrix $X_n$ belonging to a sequence of this kind are given by a regular expansion. Based on the working hypothesis, which is proved to be plausible through numerical experiments, we propose an eigensolver for the computation of the eigenvalues of $X_n$ for large~$n$. The performance of the eigensolver---which is called matrix-less because it does not operate on the matrix $X_n$---is illustrated on several numerical examples, with a special focus on matrices arising from the discretization of differential problems, and turns out to be quite satisfactory in all cases. In a sense, this is an a posteriori proof of the reasonableness of the working hypothesis as well as a testimony of the fact that the spectra of large structured matrices are much more ``regular'' than one might expect.}, note = {Updated 2021-09-03 and 2021-09-08.} }