Shift-invert Arnoldi's method with preconditioned iterative solves

DOI10.1137/080716281MaRDI QIDQ3584139zbMATH OpenOpenAlexFDO

Authors Melina A. Freitag, Alastair Spence

Publication date 19 August 2010

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/080716281

zbMATH Keywords

eigenvalue computationeigenvectorsGMRESimplicitly restarted Arnoldi's methodinexact inverse iterationinexact methodsiterative methodslarge sparse nonsymmetric matrixnumerical resultstuned preconditioner

Mathematics Subject Classification ID

Preconditioners for iterative methods (65F08) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Computational methods for sparse matrices (65F50)

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Cited in

(21)

• A refined shift-and-invert Arnoldi algorithm for large unsymmetric generalized eigenproblems.
• On the structured backward error of inexact Arnoldi methods for (skew)-Hermitian and (skew)-symmetric eigenvalue problems
• Computing the smallest eigenpairs of the graph Laplacian
• An extended shift-invert residual Arnoldi method
• Computing the smallest singular triplets of a large matrix
• Inexact methods for the low rank solution to large scale Lyapunov equations
• Harmonic and refined harmonic shift-invert residual Arnoldi and Jacobi-Davidson methods for interior eigenvalue problems
• Generalized Preconditioned Locally Harmonic Residual Method for Non-Hermitian Eigenproblems
• Tuned preconditioners for the eigensolution of large SPD matrices arising in engineering problems.
• Fast inexact implicitly restarted Arnoldi method for generalized eigenvalue problems with spectral transformation
• Efficiently preconditioned inexact Newton methods for large symmetric eigenvalue problems
• Tuned preconditioners for inexact two-sided inverse and Rayleigh quotient iteration.
• Backward error analysis of the shift-and-invert Arnoldi algorithm
• Developing an improved shift-and-invert Arnoldi method
• Inner iterations in the shift-invert residual Arnoldi method and the Jacobi-Davidson method
• A Walk Outside Spheres for the fractional Laplacian: Fields and first eigenvalue
• Fast inexact subspace iteration for generalized eigenvalue problems with spectral transformation
• Variable Accuracy of Matrix-Vector Products in Projection Methods for Eigencomputation
• Preconditioners for Krylov subspace methods: An overview
• EigenWave: an optimal O(N) method for computing eigenvalues and eigenvectors by time-filtering the wave equation
• Saving flops in LU based shift-and-invert strategy

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