Augmented Block Householder Arnoldi method

Computing the eigenvalues and eigenvectors of a large sparse nonsymmetric matrix arises in many applications and can be a very computationally challenging problem. In this paper we propose the Augmented Block Householder Arnoldi (ABHA) method that combines the advantages of a block routine with an augmented Krylov routine. A public domain MATLAB code ahbeigs has been developed and numerical experiments indicate that the code is competitive with other publicly available codes. (C) 2008 Elsevier Inc. All rights reserved.