RICE UNIVERSITY Ritz Values and Arnoldi Convergence for Non-Hermitian Matrices
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Ritz Values and Arnoldi Convergence for Non-Hermitian Matrices
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RICE UNIVERSITY Ritz Values and Arnoldi Convergence for Nonsymmetric Matrices
Ritz Values and Arnoldi Convergence for Nonsymmetric Matrices by Russell Carden The restarted Arnoldi method, useful for determining a few desired eigenvalues of a matrix, employs shifts to refine eigenvalue estimates. In the symmetric case, using selected Ritz values as shifts produces convergence due to interlacing. For nonsymmetric matrices the behavior of Ritz values is insufficiently under...
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Rayleigh–Ritz eigenvalue estimates for Hermitian matrices obey Cauchy interlacing, which has helpful implications for theory, applications, and algorithms. In contrast, few results about the Ritz values of non-Hermitian matrices are known, beyond their containment within the numerical range. To show that such Ritz values enjoy considerable structure, we establish regions within the numerical ra...
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Global projection methods have been used for solving numerous large matrix equations, but nothing has been known on if and how a global projection method can be proposed for solving large eigenproblems. In this paper, based on the global Arnoldi process that generates an Forthonormal basis of a matrix Krylov subspace, a global Arnold method is proposed for large eigenproblems. It computes certa...
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The restarted Arnoldi algorithm, implemented in the ARPACK software library and MATLAB’s eigs command, is among the most common means of computing select eigenvalues and eigenvectors of a large, sparse matrix. To assist convergence, a starting vector is repeatedly refined via the application of automatically-constructed polynomial filters whose roots are known as ‘exact shifts’. Though Sorensen...
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تاریخ انتشار 2011