Nested Lanczos: Implicitly restarting an unsymmetric Lanczos algorithm

DOI10.1023/A:1019105012193MaRDI QIDQ1272642zbMATH OpenOpenAlexFDO

Authors Gorik De Samblanx, Adhemar Bultheel

Publication date 3 January 1999

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1019105012193

zbMATH Keywords

biorthogonal factorizationeigenvalueGram-Schmidt algorithmimplicitly restartingiterative algorithmLanczos method

Mathematics Subject Classification ID

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

Review text

The paper presents a generalization of the concept of implicitly restarting and iterative algorithm to the Lanczos method for eigenvalue problems. It is shown that a full run of the Lanczos algorithm on the small, projected eigenvalue problem generates a biorthogonal factorization for the Lanczos bases. This factorization can be computed by a Lanczos algorithm with special starting vectors or by the two sided Gram-Schmidt algorithm. The resulting implicitly restarted Lanczos method is called ``nested Lanczos. This method can be used with an implicit filter and exact shifts in order to remove eigenvalues from the approximation. Also, it is shown that implicitly restarted Lanczos may be used as an alternative for lookahead, in case of breakdown.

Recommendations

• An implicit restarted Lanczos method for large symmetric eigenvalue problems
• Thick-restart Lanczos method for large symmetric eigenvalue problems
• Lanczos maximal algorithm for unsymmetric eigenvalue problems
• A Look-Ahead Lanczos Algorithm for Unsymmetric Matrices

Cited in

(3)

• A modified second-order Arnoldi method for solving the quadratic eigenvalue problems
• Compact Two-Sided Krylov Methods for Nonlinear Eigenvalue Problems
• Restarted Q-Arnoldi-type methods exploiting symmetry in quadratic eigenvalue problems

Describes a project that uses

Uses Software

• ARPACK
• eigs

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