Fast Inexact Implicitly Restarted Arnoldi Method for Generalized Eigenvalue Problems with Spectral Transformation
نویسندگان
چکیده
منابع مشابه
Fast Inexact Implicitly Restarted Arnoldi Method for Generalized Eigenvalue Problems with Spectral Transformation
We study an inexact implicitly restarted Arnoldi (IRA) method for computing a few eigenpairs of generalized non-Hermitian eigenvalue problems with spectral transformation, where in each Arnoldi step (outer iteration) the matrix-vector product involving the transformed operator is performed by iterative solution (inner iteration) of the corresponding linear system of equations. We provide new pe...
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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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This report provides an introductory overview of the numerical solution of large scale algebraic eigenvalue problems. The main focus is on a class of methods called Krylov subspace projection methods. The Lanczos method is the premier member of this class and the Arnoldi method is a generalization to the nonsymmetric case. A recently developed and very promising variant of the Arnoldi/Lanczos s...
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ژورنال
عنوان ژورنال: SIAM Journal on Matrix Analysis and Applications
سال: 2012
ISSN: 0895-4798,1095-7162
DOI: 10.1137/100786599