Arnoldi-Riccati method for large eigenvalue problems (Q1923879): Difference between revisions
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Revision as of 08:53, 16 February 2024
scientific article
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| English | Arnoldi-Riccati method for large eigenvalue problems |
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Arnoldi-Riccati method for large eigenvalue problems (English)
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13 October 1996
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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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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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