The rational Krylov algorithm for nonsymmetric eigenvalue problems. III: Complex shifts for real matrices

DOI10.1007/BF01935024zbMath0810.65032MaRDI QIDQ1343049

Axel Ruhe

Publication date: 9 April 1995

Published in: BIT (Search for Journal in Brave)

zbMATH Keywords

Lanczos algorithmArnoldi algorithminverse iterationrational Krylov algorithmcomplex shiftsnonsymmetric matrix pencilRitz approximationssmall Hessenberg pencildouble shift

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

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Uses Software

• eigs
• IRAM

Cites Work

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• Rational Krylov sequence methods for eigenvalue computation
• Complex shift and invert strategies for real matrices
• Variations on Arnoldi's method for computing eigenelements of large unsymmetric matrices
• Rational Krylov algorithms for nonsymmetric eigenvalue problems. II: Matrix pairs
• A New Algorithm for Numerical Path Following Applied to an Example from Hydrodynamical Flow
• Generalizations of Davidson’s Method for Computing Eigenvalues of Sparse Symmetric Matrices
• Criteria for Combining Inverse and Rayleigh Quotient Iteration
• The Spectral Transformation Lanczos Method for the Numerical Solution of Large Sparse Generalized Symmetric Eigenvalue Problems
• Solving Sparse Symmetric Generalized Eigenvalue Problems without Factorization
• Implicit Application of Polynomial Filters in a k-Step Arnoldi Method
• The principle of minimized iterations in the solution of the matrix eigenvalue problem

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