Lyapunov Inverse Iteration for Computing a Few Rightmost Eigenvalues of Large Generalized Eigenvalue Problems
نویسندگان
چکیده
منابع مشابه
Lyapunov Inverse Iteration for Computing a Few Rightmost Eigenvalues of Large Generalized Eigenvalue Problems
In linear stability analysis of a large-scale dynamical system, we need to compute the rightmost eigenvalue(s) for a series of large generalized eigenvalue problems. Existing iterative eigenvalue solvers are not robust when no estimate of the rightmost eigenvalue(s) is available. In this study, we show that such an estimate can be obtained from Lyapunov inverse iteration applied to a special ei...
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ژورنال
عنوان ژورنال: SIAM Journal on Matrix Analysis and Applications
سال: 2013
ISSN: 0895-4798,1095-7162
DOI: 10.1137/120897468