A new variant of Arnoldi method for approximation of eigenpairs

被引：3

作者：

Ravibabu, Mashetti ^{[1
]}

Singh, Arindama ^{[2
]}

机构：

[1] Indian Inst Sci, Dept Math, Bangalore 560012, Karnataka, India

[2] Indian Inst Technol, Dept Math, Madras 600036, Tamil Nadu, India

来源：

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS | 2018年 / 344卷

关键词：

Eigenvalues and eigenvectors of large matrices; Arnoldi method; Refined Arnoldi method; EIGENVALUE PROBLEMS; MATRICES;

D O I：

10.1016/j.cam.2018.05.047

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Arnoldi method approximates exterior eigenvalues of a large sparse matrix, but may fail to approximate corresponding eigenvectors. The refined Arnoldi method approximates an eigenpair by solving a related singular value problem. In this paper, we propose a new procedure to extract an approximate eigenpair from a Krylov subspace in Arnoldi method, using a minimization problem. Unlike the refined Arnoldi method, the suggested procedure requires solving a linear system. (C) 2018 Elsevier B.V. All rights reserved.

引用

页码：424 / 437

页数：14

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