@TechReport{ it:2021-007, author = {Giovanni Barbarino and Melker Claesson and Sven-Erik Ekstr{\"o}m and Carlo Garoni and David Meadon and Hendrik Speleers}, title = {Matrix-Less Eigensolver for Large Structured Matrices}, institution = {Department of Information Technology, Uppsala University}, department = {Division of Scientific Computing}, year = {2021}, number = {2021-007}, month = nov, 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 this working hypothesis, which is illustrated to be plausible through numerical experiments, we propose an eigensolver for the computation of the eigenvalues of $X_n$ for large $n$ and we provide a theoretical analysis of its convergence. The eigensolver is called matrix-less because it does not operate on the matrix $X_n$ but on a few similar matrices of smaller size combined with an interpolation-extrapolation strategy. Its performance is benchmarked on several numerical examples, with a special focus on matrices arising from the discretization of differential problems.}, note = {Updated version of nr 2021-005.} }