A modified harmonic block Arnoldi algorithm with adaptive shifts for large interior eigen\-problems

DOI10.1016/J.CAM.2006.05.035MaRDI QIDQ2372934zbMATH OpenOpenAlexFDO

Authors Gang Wu

Publication date 17 July 2007

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2006.05.035

zbMATH Keywords

algorithmsblock Arnoldi processharmonic Arnoldi methodharmonic Ritz vectorsinterior eigenproblemsmodified harmonic Ritz vectorsnumerical examples

Mathematics Subject Classification ID

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

Review text

This paper is motivated by the observation that harmonic Ritz vectors may converge erratically or not at all. The idea is to improve the performance of the harmonic block Arnoldi algorithm by replacing those vectors by modified ones. This has been done before by the author [Appl. Math. Comput. 153, No. 3, 611--643 (2004; Zbl 1054.65035)] and others, but new seems to be that the modified vectors satisfy improved optimality conditions. The present algorithms are compared numerically with the original one, and the efficiency of adaptive shifts is discussed in terms of numerical examples arising from differential equations in chemistry and elsewhere.

Recommendations

• A variant on harmonic Arnoldi method
• The harmonic Arnoldi method for solving the interior multiple eigenproblems
• Harmonic and refined harmonic shift-invert residual Arnoldi and Jacobi-Davidson methods for interior eigenvalue problems
• The refined harmonic Arnoldi method and an implicitly restarted refined algorithm for computing interior eigenpairs of large matrices
• Thick restarting the weighted harmonic Arnoldi algorithm for large interior eigenproblems

Cites work

• A block Arnoldi-Chebyshev method for computing the leading eigenpairs of large sparse unsymmetric matrices
• A Block Lanczos Method for Computing the Singular Values and Corresponding Singular Vectors of a Matrix
• A dynamic thick restarted semi-refined ABLE algorithm for computing a few selected eigentriplets of large nonsymmetric matrices
• A Jacobi–Davidson Iteration Method for Linear Eigenvalue Problems
• A Large, Sparse, and Indefinite Generalized Eigenvalue Problem from Fluid Mechanics
• A Shifted Block Lanczos Algorithm for Solving Sparse Symmetric Generalized Eigenproblems
• A variation on the block Arnoldi method for large unsymmetric matrix eigenproblems
• ABLE: An Adaptive Block Lanczos Method for Non-Hermitian Eigenvalue Problems
• Adaptive polynomial preconditioning for Hermitian indefinite linear systems
• An adaptive Richardson iteration method for indefinite linear systems
• An iterative block Arnoldi algorithm with modified approximate eigenvectors for large unsymmetric eigenvalue problems
• Approximate solutions and eigenvalue bounds from Krylov subspaces
• Block-Arnoldi and Davidson methods for unsymmetric large eigenvalue problems
• Computing interior eigenvalues of large matrices
• Harmonic projection methods for large non-symmetric eigenvalue problems
• scientific article; zbMATH DE number 3558824 (Why is no real title available?)
• scientific article; zbMATH DE number 1507134 (Why is no real title available?)
• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• Implementation of a variable block Davidson method with deflation for solving large sparse eigenproblems
• Implicit Application of Polynomial Filters in a k-Step Arnoldi Method
• Implicitly Restarted GMRES and Arnoldi Methods for Nonsymmetric Systems of Equations
• Matrix algorithms. Vol. 2: Eigensystems
• Numerical methods for large eigenvalue problems
• On restarting the Arnoldi method for large nonsymmetric eigenvalue problems
• On the Rates of Convergence of the Lanczos and the Block-Lanczos Methods
• Quasi-kernel polynomials and their use in non-Hermitian matrix iterations
• Restarted block-GMRES with deflation of eigenvalues
• Sparse matrix test problems
• The convergence of harmonic Ritz values, harmonic Ritz vectors and refined harmonic Ritz vectors
• The refined harmonic Arnoldi method and an implicitly restarted refined algorithm for computing interior eigenpairs of large matrices
• Thick-restart Lanczos method for large symmetric eigenvalue problems

Cited in

(11)

• On a new variant of Arnoldi method for approximation of eigenpairs
• Harmonic and refined harmonic shift-invert residual Arnoldi and Jacobi-Davidson methods for interior eigenvalue problems
• A new shift scheme for the harmonic Arnoldi method
• A new restarting method in the harmonic projection algorithm for computing the eigenvalues of a nonsymmetric matrix
• Thick restarting the weighted harmonic Arnoldi algorithm for large interior eigenproblems
• A new computational harmonic projection algorithm for large unsymmetric generalized eigenproblems
• Thick restarting the weighted harmonic Golub-Kahan-Lanczos algorithm for the linear response eigenvalue problem
• An invert-free Arnoldi method for computing interior eigenpairs of large matrices
• The harmonic Arnoldi method for solving the interior multiple eigenproblems
• Generalisation of a quadrilateral duality theorem
• A thick-restarted block Arnoldi algorithm with modified Ritz vectors for large eigenproblems

Describes a project that uses

Uses Software

• Harwell-Boeing sparse matrix collection
• IRAM
• eigs
• TRLan
• na18

This page was built for publication: A modified harmonic block Arnoldi algorithm with adaptive shifts for large interior eigen\-problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2372934)