Arnoldi-Riccati method for large eigenvalue problems (Q1923879): Difference between revisions

The authors propose a new method for computing the largest by absolute value eigenvalue of a large sparse matrix. The method consists of two major steps: a) approximate computation of the corresponding invariant subspace, and b) refinement of the approximation by solving a Riccati equation approximately.

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zbMATH Keywords

Arnoldi-Riccati method

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Krylov subspace

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iterative method

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perturbation

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largest eigenvalue

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large sparse matrix

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invariant subspace

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Riccati equation

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reviewed by

Plamen Yordanov Yalamov

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describes a project that uses

eigs

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IRAM

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Algorithm 432

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Harwell-Boeing sparse matrix collection

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MaRDI profile type

MaRDI publication profile

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cites work

The principle of minimized iterations in the solution of the matrix eigenvalue problem

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Algorithm 432 [C2]: Solution of the matrix equation AX + XB = C [F4]

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Krylov space methods on state-space control models

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Q3219020

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Three methods for refining estimates of invariant subspaces

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Computing selected eigenvalues of sparse unsymmetric matrices using subspace iteration

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A Hessenberg-Schur method for the problem AX + XB= C

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Tchebychev acceleration technique for large scale nonsymmetric matrices

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Arnoldi-Tchebychev procedure for large scale nonsymmetric matrices

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Preconditioned Krylov Subspace Methods for Lyapunov Matrix Equations

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Q4040931

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Krylov-subspace methods for the Sylvester equation

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Krylov Subspace Methods for Solving Large Lyapunov Equations

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Computational aspects of F. L. Bauer's simultaneous iteration method

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Chebyshev Acceleration Techniques for Solving Nonsymmetric Eigenvalue Problems

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Q5751863

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A block Arnoldi-Chebyshev method for computing the leading eigenpairs of large sparse unsymmetric matrices

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Block-Arnoldi and Davidson methods for unsymmetric large eigenvalue problems

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Implicit Application of Polynomial Filters in a <i>k</i>-Step Arnoldi Method

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Error and Perturbation Bounds for Subspaces Associated with Certain Eigenvalue Problems

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Simultaneous iteration for computing invariant subspaces of non-Hermitian matrices

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Q3998482

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Identifiers

zbMATH Open document ID

0856.65035

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DOI

10.1007/BF01731935

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:1923879

@@ Property / reviewed by @@
-Plamen Yordanov Yalamov
@@ Property / reviewed by: Plamen Yordanov Yalamov / rank @@
-Normal rank
@@ Property / reviewed by @@
+Plamen Yordanov Yalamov
@@ Property / reviewed by: Plamen Yordanov Yalamov / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+eigs
@@ Property / describes a project that uses: eigs / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+IRAM
@@ Property / describes a project that uses: IRAM / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+Algorithm 432
@@ Property / describes a project that uses: Algorithm 432 / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+Harwell-Boeing sparse matrix collection
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+The principle of minimized iterations in the solution of the matrix eigenvalue problem
+Normal rank
@@ Property / cites work @@
+Algorithm 432 [C2]: Solution of the matrix equation AX + XB = C [F4]
+Normal rank
@@ Property / cites work @@
+Krylov space methods on state-space control models
+Normal rank
@@ Property / cites work @@
+Q3219020
@@ Property / cites work: Q3219020 / rank @@
+Normal rank
@@ Property / cites work @@
+Three methods for refining estimates of invariant subspaces
+Normal rank
@@ Property / cites work @@
+Computing selected eigenvalues of sparse unsymmetric matrices using subspace iteration
+Normal rank
@@ Property / cites work @@
+A Hessenberg-Schur method for the problem AX + XB= C
+Normal rank
@@ Property / cites work @@
+Tchebychev acceleration technique for large scale nonsymmetric matrices
+Normal rank
@@ Property / cites work @@
+Arnoldi-Tchebychev procedure for large scale nonsymmetric matrices
+Normal rank
@@ Property / cites work @@
+Preconditioned Krylov Subspace Methods for Lyapunov Matrix Equations
+Normal rank
@@ Property / cites work @@
+Q4040931
@@ Property / cites work: Q4040931 / rank @@
+Normal rank
@@ Property / cites work @@
+Krylov-subspace methods for the Sylvester equation
+Normal rank
@@ Property / cites work @@
+Krylov Subspace Methods for Solving Large Lyapunov Equations
+Normal rank
@@ Property / cites work @@
+Computational aspects of F. L. Bauer's simultaneous iteration method
+Normal rank
@@ Property / cites work @@
+Chebyshev Acceleration Techniques for Solving Nonsymmetric Eigenvalue Problems
+Normal rank
@@ Property / cites work @@
+Q5751863
@@ Property / cites work: Q5751863 / rank @@
+Normal rank
@@ Property / cites work @@
+A block Arnoldi-Chebyshev method for computing the leading eigenpairs of large sparse unsymmetric matrices
+Normal rank
@@ Property / cites work @@
+Block-Arnoldi and Davidson methods for unsymmetric large eigenvalue problems
+Normal rank
@@ Property / cites work @@
+Implicit Application of Polynomial Filters in a <i>k</i>-Step Arnoldi Method
+Normal rank
@@ Property / cites work @@
+Error and Perturbation Bounds for Subspaces Associated with Certain Eigenvalue Problems
+Normal rank
@@ Property / cites work @@
+Simultaneous iteration for computing invariant subspaces of non-Hermitian matrices
+Normal rank
@@ Property / cites work @@
+Q3998482
@@ Property / cites work: Q3998482 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1923879