An implicitly-restarted Krylov subspace method for real symmetric/skew-symmetric eigenproblems

被引：15
|
作者：
Mehrmann, V. [1 ]
Schroeder, C. [1 ]
Simoncini, V. [2 ,3 ]
机构：
[1] Tech Univ Berlin, Inst Math, D-10623 Berlin, Germany
[2] Univ Bologna, Dipartimento Matemat, I-40127 Bologna, Italy
[3] CIRSA, Ravenna, Italy
来源：
LINEAR ALGEBRA AND ITS APPLICATIONS | 2012年 / 436卷 / 10期
关键词：
Symmetric-and-skew-symmetric eigenvalue problem; Even eigenvalue problem; Neutral Arnoldi method; Implicitly restarted Arnoldi method; POLYNOMIAL EIGENVALUE PROBLEMS; MODEL-REDUCTION; STRICT EQUIVALENCE; NUMERICAL-SOLUTION; CANONICAL-FORMS; POSITIVE REAL; MATRIX PAIRS; CONVERGENCE;
D O I：
10.1016/j.laa.2009.11.009
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
A new implicitly-restarted Krylov subspace method for real symmetric/skew-symmetric generalized eigenvalue problems is presented. The new method improves and generalizes the SHIRA method of Mehrmann and Watkins (2001) [37] to the case where the skew-symmetric matrix is singular. It computes a few eigen-values and eigenvectors of the matrix pencil close to a given target point. Several applications from control theory are presented and the properties of the new method are illustrated by benchmark examples. (C) 2009 Elsevier Inc. All rights reserved.
引用
收藏
页码：4070 / 4087
页数：18
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