Shift-invert and Cayley transforms for detection of rightmost eigenvalues of nonsymmetric matrices (Q1338521): Difference between revisions

The authors consider computation of the eigenvalue of maximum real part of a large sparse real nonsymmetric matrix, using subspace iteration preconditioned by the Cayley transform and/or shift-invert. A two step method is proposed for determining whether the set of eigenvalues so obtained includes the eigenvalue of maximum real part. The philosophy is one of robustness rather than speed, although a user has the option of performing only the first step.