Arnoldi-Riccati method for large eigenvalue problems (Q1923879): Difference between revisions

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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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