Arnoldi-Faber method for large non Hermitian eigenvalue problems (Q1381048): Difference between revisions

\textit{Y. Saad} [Math. Comp. 42, 567-588 (1984; Zbl 0539.65013)] and others have used Chebyshev polynomials to accelerate the convergence of the Arnoldi method for computing the right-most eigenvalues of large non Hermitian matrices. This paper describes how Faber polynomials, which were used by \textit{G. Starke} and \textit{R. S. Varga} [Numer. Math. 64, No. 2, 213-240 (1993; Zbl 0795.65015)] for the solution of linear systems, may also be used for the eigenvalue problem instead of Chebyshev polynomials. Numerical tests confirm the usefulness of the proposed method for the computation of eigenvalues and eigenvectors.