A new method for accelerating Arnoldi algorithms for large scale eigenproblems
DOI10.1016/J.MATCOM.2009.07.009zbMATH Open1177.65051DBLPjournals/mcs/DookhitramBB09OpenAlexW2037894849WikidataQ56457287 ScholiaQ56457287MaRDI QIDQ1037802FDOQ1037802
Authors: Kumar Dookhitram, R. Boojhawon, Muddun Bhuruth 
Publication date: 16 November 2009
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.matcom.2009.07.009
Recommendations
numerical resultsconvergence accelerationKrylov subspace methoddynamic switchingimplicitly restarted Arnoldi algorithmlarge sparse nonsymmetric eigenvalue problems
Computational methods for sparse matrices (65F50) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)
Cites Work
- ARPACK Users' Guide
- Analysis of algebraic systems arising from fourth‐order compact discretizations of convection‐diffusion equations
- Computing selected eigenvalues of sparse unsymmetric matrices using subspace iteration
- Dynamic Thick Restarting of the Davidson, and the Implicitly Restarted Arnoldi Methods
- GMRES with Deflated Restarting
- GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
- Harmonic projection methods for large non-symmetric eigenvalue problems
- Implicit Application of Polynomial Filters in a k-Step Arnoldi Method
- Implicitly restarted Arnoldi methods and subspace iteration
- Numerical methods for large eigenvalue problems
- On restarting the Arnoldi method for large nonsymmetric eigenvalue problems
- Polynomial characterizations of the approximate eigenvectors by the refined Arnoldi method and an implicitly restarted refined Arnoldi algorithm
- Refined iterative algorithms based on Arnoldi's process for large unsymmetric eigenproblems
- Sparse matrix test problems
- The Convergence of Generalized Lanczos Methods for Large Unsymmetric Eigenproblems
- The DEFLATED-GMRES(m,k) method with switching the restart frequency dynamically
- The principle of minimized iterations in the solution of the matrix eigenvalue problem
- Variations on Arnoldi's method for computing eigenelements of large unsymmetric matrices
Cited In (6)
- Extrapolating the Arnoldi algorithm to improve eigenvector convergence
- Accelerating the explicitly restarted Arnoldi method with GPUs using an autotuned matrix vector product
- A key to choose subspace size in implicitly restarted Arnoldi method
- Multiple Explicitly Restarted Arnoldi Method for Solving Large Eigenproblems
- A low cost Arnoldi method for large linear initial value problems
- Convergence of Arnoldi's method for generalized eigenvalue problems
Uses Software
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