Convergence of Polynomial Restart Krylov Methods for Eigenvalue Computations

DOI10.1137/S0036144503433077zbMath1073.65028OpenAlexW2068543774MaRDI QIDQ5317159

Christopher A. Beattie, Mark Embree, Danny C. Sorensen

Publication date: 16 September 2005

Published in: SIAM Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0036144503433077

zbMATH Keywords

Lanczos algorithmArnoldi algorithmpseudospectraKrylov subspaceseigenvalue computationscontainment gap

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Eigenvalues, singular values, and eigenvectors (15A18) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Invariant subspaces of linear operators (47A15) Approximation in the complex plane (30E10)

Related Items (22)

Acceleration of the Arnoldi method and real eigenvalues of the non-Hermitian Wilson-Dirac operator ⋮ An invert-free Arnoldi method for computing interior eigenpairs of large matrices ⋮ A new framework for implicit restarting of the Krylov-Schur algorithm ⋮ Prescribing the behavior of early terminating GMRES and Arnoldi iterations ⋮ Accelerating the Arnoldi-type algorithm for the PageRank problem and the ProteinRank problem ⋮ A mathematical biography of Danny C. Sorensen ⋮ A Krylov-Schur approach to the truncated SVD ⋮ An implicitly-restarted Krylov subspace method for real symmetric/skew-symmetric eigenproblems ⋮ A-posteriori residual bounds for Arnoldi's methods for nonsymmetric eigenvalue problems ⋮ Structural Convergence Results for Approximation of Dominant Subspaces from Block Krylov Spaces ⋮ Optimal quotients for solving large eigenvalue problems ⋮ Cucheb: a GPU implementation of the filtered Lanczos procedure ⋮ Global convergence of the restarted Lanczos and Jacobi-Davidson methods for symmetric eigenvalue problems ⋮ Deflated block Krylov subspace methods for large scale eigenvalue problems ⋮ A periodic Krylov-Schur algorithm for large matrix products ⋮ An Arnoldi-extrapolation algorithm for computing pagerank ⋮ On convergence of iterative projection methods for symmetric eigenvalue problems ⋮ Convergence of Arnoldi's method for generalized eigenvalue problems ⋮ Schubert Varieties and Distances between Subspaces of Different Dimensions ⋮ A GMRES Convergence Analysis for Localized Invariant Subspace Ill-Conditioning ⋮ Randomized block Krylov methods for approximating extreme eigenvalues ⋮ Polynomial Preconditioned Arnoldi with Stability Control

Uses Software

• Schwarz-Christoffel
• JDQR
• ARPACK
• SC Toolbox
• COCA
• JDQZ

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