A refined shift-and-invert Arnoldi algorithm for large unsymmetric generalized eigenproblems.

DOI10.1016/S0898-1221(02)00220-1MaRDI QIDQ1416322zbMATH OpenFDO

Authors Zhongxiao Jia, Yong Zhang

Publication date 14 December 2003

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0898-1221(02)00220-1

zbMATH Keywords

algorithmArnoldi methodcomparison of methodsConvergenceeigenvalueseigenvectorsLarge generalized eigenproblemMatrix pairnumerical examplesRefined Arnoldi methodRitz valueRitz vectorShift-and-invertsingular value decompositions

Mathematics Subject Classification ID

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

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Cites work

• A refined iterative algorithm based on the block Arnoldi process for large unsymmetric eigenproblems
• A refined subspace iteration algorithm for large sparse eigenproblems
• A Shifted Block Lanczos Algorithm for Solving Sparse Symmetric Generalized Eigenproblems
• An analysis of the Rayleigh-Ritz method for approximating eigenspaces
• Composite orthogonal projection methods for large matrix eigenproblems
• scientific article; zbMATH DE number 663838 (Why is no real title available?)
• Matrix algorithms. Vol. 2: Eigensystems
• Numerical methods for large eigenvalue problems
• Polynomial characterizations of the approximate eigenvectors by the refined Arnoldi method and an implicitly restarted refined Arnoldi algorithm
• Rational Krylov algorithms for nonsymmetric eigenvalue problems. II: Matrix pairs
• Rational Krylov sequence methods for eigenvalue computation
• Rational Krylov: A Practical Algorithm for Large Sparse Nonsymmetric Matrix Pencils
• Refined iterative algorithms based on Arnoldi's process for large unsymmetric eigenproblems
• Residuals of refined projection methods for large matrix eigenproblems
• The Convergence of Generalized Lanczos Methods for Large Unsymmetric Eigenproblems
• The rational Krylov algorithm for nonsymmetric eigenvalue problems. III: Complex shifts for real matrices
• The refined harmonic Arnoldi method and an implicitly restarted refined algorithm for computing interior eigenpairs of large matrices
• The Spectral Transformation Lanczos Method for the Numerical Solution of Large Sparse Generalized Symmetric Eigenvalue Problems

Cited in

(21)

• Refined iterative algorithms based on Arnoldi's process for large unsymmetric eigenproblems
• The refined harmonic Arnoldi method and an implicitly restarted refined algorithm for computing interior eigenpairs of large matrices
• A refined Arnoldi type method for large scale eigenvalue problems
• Regularized least squares locality preserving projections with applications to image recognition
• An extended shift-invert residual Arnoldi method
• A method for computing a few eigenpairs of large generalized eigenvalue problems
• Convergence of Arnoldi's method for generalized eigenvalue problems
• Successive linear Newton interpolation methods for solving the large-scale nonlinear eigenvalue problems
• Backward error analysis of the shift-and-invert Arnoldi algorithm
• Implicitly restarted Arnoldi with purification for the shift-invert transformation
• A refined variant of the inverse-free Krylov subspace method for symmetric generalized eigenvalue problems
• Developing an improved shift-and-invert Arnoldi method
• Shift-invert Arnoldi's method with preconditioned iterative solves
• scientific article; zbMATH DE number 1159479 (Why is no real title available?)
• scientific article; zbMATH DE number 903123 (Why is no real title available?)
• An inexact shift-and-invert Arnoldi algorithm for large non-Hermitian generalised Toeplitz eigenproblems
• A Structure Preserving Shift-Invert Infinite Arnoldi Algorithm for a Class of Delay Eigenvalue Problems with Hamiltonian Symmetry
• A refined shifted block inverse-free Krylov subspace method for symmetric generalized eigenvalue problems
• A refined harmonic Rayleigh-Ritz procedure and an explicitly restarted refined harmonic Arnoldi algorithm
• A new algorithm for computing the inertia of eigenproblems \((Ax=\lambda x)\) and \((Ax=\lambda Bx)\)
• Saving flops in LU based shift-and-invert strategy

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Uses Software

• Partial Differential Equation Toolbox

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