A Polynomial Acceleration of the Projection Method for Large Nonsymmetric Eigenvalue Problems
نویسنده
چکیده
This study proposes a method for the acceleration of the projection method to compute a few eigenvalues with the largest real parts of a large nonsymmetric matrix. In the eld of the solution of the linear system, an acceleration using the least squares polynomial which minimizes its norm on the boundary of the convex hull formed with the unwanted eigenvalues are proposed. We simplify this method for the eigenvalue problem using the similar property of the orthogonal polynomial. This study applies the Tchebychev polynomial to the iterative Arnoldi method and proves that it computes necessary eigenvalues with far less complexity than the QR method. Its high accuracy enables us to compute the close eigenvalues that can not be obtained by the simple Arnoldi method.
منابع مشابه
A New Acceleration of the Projection Method in Nonsymmetric Eigenvalue Problems
This study proposes a new method for the acceleration of the projection method to compute a few eigenvalues with the largest real parts of a large nonsymmetric matrix. In the eld of the solution of the linear system, an acceleration using the least squares polynomial which minimizes its norm on the boundary of the convex hull formed with the unwanted eigenvalues are proposed. We simplify this m...
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