Truncated QZ methods for large scale generalized eigenvalue problems

MaRDI QIDQ1279542zbMATH OpenFDO

Authors Danny C. Sorensen

Publication date 8 February 1999

Published in ETNA - Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/119806, http://www.emis.de/journals/ETNA/vol.7.1998/

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zbMATH Keywords

Arnoldi methodgeneralized eigenvalue problemimplicit restartingKrylov projection methodsLanczos methodnumerical examplespreconditioningQZ-algorithmtwo-block method

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical computation of matrix norms, conditioning, scaling (65F35)

Review text

This paper presents three methods for the large scale generalized eigenvalue problem \(Ax= \lambda Bx\). The methods are developed within a Krylov subspace projection framework as truncations of the QZ-algorithm for dense problems. These techniques provide natural extensions of the implicitly restarted Arnoldi method and the truncated RQ method for large scale generalized eigenvalue problems. These two methods require the accurate solution of linear systems at each step of the iteration. A two-block method is developed that incorporates \(k\) approximate Newton corrections at each iteration. Computational experience is presented to compare the three new methods.

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Cited in

(8)

• Restarted generalized Krylov subspace methods for solving large-scale polynomial eigenvalue problems
• An iterated shift-and-invert Arnoldi algorithm for cubic eigenvalue problems
• An extended QR-solver for large profiled matrices
• A Truncated RQ Iteration for Large Scale Eigenvalue Calculations
• A rational QZ method
• Implicitly restarted refined partially orthogonal projection method with deflation
• A semiorthogonal generalized Arnoldi method and its variations for quadratic eigenvalue problems
• A new algorithm for solving large-scale generalized eigenvalue problem based on projection methods

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