Fast Inexact Implicitly Restarted Arnoldi Method for Generalized Eigenvalue Problems with Spectral Transformation

DOI10.1137/100786599zbMath1263.65041MaRDI QIDQ2910964

Howard C. Elman, Fei Xue

Publication date: 12 September 2012

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.307.7895

zbMATH Keywords

numerical experiments; relaxation; preconditioner; tuning; two-phase algorithm; inner iteration; outer iteration; subspace recycling; spectral information; inexact implicitly restarted Arnoldi method; non-Hermitian eigenvalue problems

Mathematics Subject Classification ID

65F15: Numerical computation of eigenvalues and eigenvectors of matrices

65F10: Iterative numerical methods for linear systems

65F18: Numerical solutions to inverse eigenvalue problems

Uses Software

• ARPACK
• IFISS