Augmented Block Householder Arnoldi method

被引：16

作者：

Baglama, James ^{[1
]}

机构：

[1] Univ Rhode Isl, Dept Math, Kingston, RI 02881 USA

来源：

LINEAR ALGEBRA AND ITS APPLICATIONS | 2008年 / 429卷 / 10期

关键词：

Partial eigenvalue value decomposition; Restarted iterative method; Implicit shifts; Augmentation; Krylov; Householder;

D O I：

10.1016/j.laa.2007.12.021

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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.

引用

页码：2315 / 2334

页数：20

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