A block incomplete orthogonalization method for large nonsymmetric eigenproblems (Q1907872): Difference between revisions

In this thorough paper, the author presents a block incomplete orthogonalization method to compute some eigenvalues with largest real parts, as well as the corresponding eigenvectors, for large nonsymmetric diagonalizable matrices. The method follows the lines set by the work of \textit{Y. Saad} [Linear Algebra Appl. 34, 269-295 (1980; Zbl 0456.65017)] on the subject, based on Arnoldi's method. However, some convergence results are new, even for the non-block version of the method, establishing in certain cases the equivalence between the proposed method and the block Lanczos method. Moreover, the stability analysis developed by the author in terms of the size of the antisymmetric part of the original matrix, deserves careful study. Finally, the set of examples in the paper sheds light on both the interest and the difficulties of the nonsymmetric eigenvalue problem.