A reflection on the implicitly restarted Arnoldi method for computing eigenvalues near a vertical line (Q413531): Difference between revisions

The authors analyze a method for computing eigenvalues of a large sparse generalized eigenvalue problem $Ax=\lambda Bx$, closest to the imaginary axis. Their method is based on inverse subspace iteration on the Lyapunov problem. They also show the link between inverse subspace iteration and implicitly restarted Arnoldi process through the extra projection step which corresponds to the decrease of the Krylov subspace dimension by executing $QR$-steps.

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reviewed by

Constantin Popa

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zbMATH Keywords

Lyapunov eigenvalue problem

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Kronecker eigenvalue problem

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eigenvalues closest to the imaginary axis

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implicitly restarted Arnoldi method

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large sparse generalized eigenvalue problem

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inverse subspace iteration

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Krylov subspace

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describes a project that uses

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MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.laa.2011.07.020

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cites work

Eigenvalues of Block Matrices Arising from Problems in Fluid Mechanics

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Matrix transformations for computing rightmost eigenvalues of large sparse non-symmetric eigenvalue problems

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

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On restarting the Arnoldi method for large nonsymmetric eigenvalue problems

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ARPACK Users' Guide

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Convergence of Restarted Krylov Subspaces to Invariant Subspaces

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Implicitly restarted Arnoldi with purification for the shift-invert transformation

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Implicitly Restarted Arnoldi Methods and Subspace Iteration

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Computing an Eigenvector with Inverse Iteration

0 references

The Matrix Eigenvalue Problem

0 references

Numerical Methods for Bifurcations of Dynamical Equilibria

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Q5751863

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Use of near-breakdowns in the block Arnoldi method for solving large Sylvester equations

0 references

A New Iterative Method for Solving Large-Scale Lyapunov Matrix Equations

0 references

Convergence Analysis of Projection Methods for the Numerical Solution of Large Lyapunov Equations

0 references

Krylov Subspace Methods for Solving Large Lyapunov Equations

0 references

Krylov-subspace methods for the Sylvester equation

0 references

Numerical solution of the Lyapunov equation by approximate power iteration

0 references

Approximate solution of large sparse Lyapunov equations

0 references

Approximate implicit subspace iteration with alternating directions for LTI system model reduction

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Matrix Equation $XA + BX = C$

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Q5701653

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Extended Krylov subspace for parameter dependent systems

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Eigenvalue decay bounds for solutions of Lyapunov equations: the symmetric case

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On the decay rate of Hankel singular values and related issues

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Q4040931

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

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Q2756976

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Numerical methods for large eigenvalue problems

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Which Eigenvalues Are Found by the Lanczos Method?

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How to Implement the Spectral Transformation

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Bifurcation with Memory

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Q4948946

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Buoyancy Effects in Fluids

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Eigenvalues of the discretized Navier-Stokes equation with application to the detection of Hopf bifurcations

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Identifiers

zbMATH Open document ID

1247.65049

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Mathematics Subject Classification ID

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10.1016/J.LAA.2011.07.020

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Sitelinks

Mathematics(1 entry)

mardi Publication:413531

@@ Property / DOI @@
-.1016/j.laa.2011.07.020
@@ Property / DOI: 10.1016/j.laa.2011.07.020 / rank @@
-Normal rank
@@ Property / review text @@
+The authors analyze a method for computing eigenvalues of a large sparse generalized eigenvalue problem \(Ax=\lambda Bx\), closest to the imaginary axis. Their method is based on inverse subspace iteration on the Lyapunov problem. They also show the link between inverse subspace iteration and implicitly restarted Arnoldi process through the extra projection step which corresponds to the decrease of the Krylov subspace dimension by executing \(QR\)-steps.
+Normal rank
@@ Property / reviewed by @@
+Constantin Popa
@@ Property / reviewed by: Constantin Popa / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F15
@@ Property / Mathematics Subject Classification ID: 65F15 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F50
@@ Property / Mathematics Subject Classification ID: 65F50 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6031160
@@ Property / zbMATH DE Number: 6031160 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Lyapunov eigenvalue problem
@@ Property / zbMATH Keywords: Lyapunov eigenvalue problem / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Kronecker eigenvalue problem
@@ Property / zbMATH Keywords: Kronecker eigenvalue problem / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+eigenvalues closest to the imaginary axis
@@ Property / zbMATH Keywords: eigenvalues closest to the imaginary axis / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+implicitly restarted Arnoldi method
@@ Property / zbMATH Keywords: implicitly restarted Arnoldi method / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+large sparse generalized eigenvalue problem
@@ Property / zbMATH Keywords: large sparse generalized eigenvalue problem / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+inverse subspace iteration
@@ Property / zbMATH Keywords: inverse subspace iteration / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Krylov subspace
@@ Property / zbMATH Keywords: Krylov subspace / 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 @@
+eigs
@@ Property / describes a project that uses: eigs / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+ARPACK
@@ Property / describes a project that uses: ARPACK / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+IRAM
@@ Property / describes a project that uses: IRAM / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.laa.2011.07.020
+Normal rank
@@ Property / OpenAlex ID @@
+W2021088067
@@ Property / OpenAlex ID: W2021088067 / rank @@
+Normal rank
@@ Property / cites work @@
+Eigenvalues of Block Matrices Arising from Problems in Fluid Mechanics
+Normal rank
@@ Property / cites work @@
+Matrix transformations for computing rightmost eigenvalues of large sparse non-symmetric 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 @@
+On restarting the Arnoldi method for large nonsymmetric eigenvalue problems
+Normal rank
@@ Property / cites work @@
+ARPACK Users' Guide
@@ Property / cites work: ARPACK Users' Guide / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence of Restarted Krylov Subspaces to Invariant Subspaces
+Normal rank
@@ Property / cites work @@
+Implicitly restarted Arnoldi with purification for the shift-invert transformation
+Normal rank
@@ Property / cites work @@
+Implicitly Restarted Arnoldi Methods and Subspace Iteration
+Normal rank
@@ Property / cites work @@
+Computing an Eigenvector with Inverse Iteration
@@ Property / cites work: Computing an Eigenvector with Inverse Iteration / rank @@
+Normal rank
@@ Property / cites work @@
+The Matrix Eigenvalue Problem
@@ Property / cites work: The Matrix Eigenvalue Problem / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical Methods for Bifurcations of Dynamical Equilibria
+Normal rank
@@ Property / cites work @@
+Q5751863
@@ Property / cites work: Q5751863 / rank @@
+Normal rank
@@ Property / cites work @@
+Use of near-breakdowns in the block Arnoldi method for solving large Sylvester equations
+Normal rank
@@ Property / cites work @@
+A New Iterative Method for Solving Large-Scale Lyapunov Matrix Equations
+Normal rank
@@ Property / cites work @@
+Convergence Analysis of Projection Methods for the Numerical Solution of Large Lyapunov Equations
+Normal rank
@@ Property / cites work @@
+Krylov Subspace Methods for Solving Large Lyapunov Equations
+Normal rank
@@ Property / cites work @@
+Krylov-subspace methods for the Sylvester equation
+Normal rank
@@ Property / cites work @@
+Numerical solution of the Lyapunov equation by approximate power iteration
+Normal rank
@@ Property / cites work @@
+Approximate solution of large sparse Lyapunov equations
+Normal rank
@@ Property / cites work @@
+Approximate implicit subspace iteration with alternating directions for LTI system model reduction
+Normal rank
@@ Property / cites work @@
+Matrix Equation $XA + BX = C$
@@ Property / cites work: Matrix Equation $XA + BX = C$ / rank @@
+Normal rank
@@ Property / cites work @@
+Q5701653
@@ Property / cites work: Q5701653 / rank @@
+Normal rank
@@ Property / cites work @@
+Extended Krylov subspace for parameter dependent systems
+Normal rank
@@ Property / cites work @@
+Eigenvalue decay bounds for solutions of Lyapunov equations: the symmetric case
+Normal rank
@@ Property / cites work @@
+On the decay rate of Hankel singular values and related issues
+Normal rank
@@ Property / cites work @@
+Q4040931
@@ Property / cites work: Q4040931 / rank @@
+Normal rank
@@ Property / cites work @@
+Algorithm 432 [C2]: Solution of the matrix equation AX + XB = C [F4]
+Normal rank
@@ Property / cites work @@
+Q2756976
@@ Property / cites work: Q2756976 / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical methods for large eigenvalue problems
@@ Property / cites work: Numerical methods for large eigenvalue problems / rank @@
+Normal rank
@@ Property / cites work @@
+Which Eigenvalues Are Found by the Lanczos Method?
+Normal rank
@@ Property / cites work @@
+How to Implement the Spectral Transformation
@@ Property / cites work: How to Implement the Spectral Transformation / rank @@
+Normal rank
@@ Property / cites work @@
+Bifurcation with Memory
@@ Property / cites work: Bifurcation with Memory / rank @@
+Normal rank
@@ Property / cites work @@
+Q4948946
@@ Property / cites work: Q4948946 / rank @@
+Normal rank
@@ Property / cites work @@
+Buoyancy Effects in Fluids
@@ Property / cites work: Buoyancy Effects in Fluids / rank @@
+Normal rank
@@ Property / cites work @@
+Eigenvalues of the discretized Navier-Stokes equation with application to the detection of Hopf bifurcations
+Normal rank
@@ Property / DOI @@
+.1016/J.LAA.2011.07.020
@@ Property / DOI: 10.1016/J.LAA.2011.07.020 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:413531