A reflection on the implicitly restarted Arnoldi method for computing eigenvalues near a vertical line
نویسندگان
چکیده
منابع مشابه
A reflection on the implicitly restarted Arnoldi method for computing eigenvalues near a vertical line
In this article, we will study the link between a method for computing eigenvalues closest to the imaginary axis and the implicitly restarted Arnoldi method. The extension to eigenvalues closest to a vertical line is straightforward, by incorporating a shift. Without loss of generality we will restrict ourselves here to the imaginary axis. In a recent publication, Meerbergen and Spence discusse...
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The need to determine a few eigenvalues of a large sparse generalised eigenvalue problem Ax = λBx with positive semidefinite B arises in many physical situations, for example, in a stability analysis of the discretised Navier-Stokes equation. A common technique is to apply Arnoldi’s method to the shift-invert transformation, but this can suffer from numerical instabilities as is illustrated by ...
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ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 2012
ISSN: 0024-3795
DOI: 10.1016/j.laa.2011.07.020