Implicitly restarted Arnoldi with purification for the shift-invert transformation
نویسندگان
چکیده
منابع مشابه
Implicitly restarted Arnoldi with purification for the shift-invert transformation
The need to determine a few eigenvalues of a large sparse generalised eigenvalue problem Ax = λBx with positive semidefinite B arises in many physical situations, for example, in a stability analysis of the discretised Navier-Stokes equation. A common technique is to apply Arnoldi’s method to the shift-invert transformation, but this can suffer from numerical instabilities as is illustrated by ...
متن کاملImplicitly restarted Arnoldi with puri cation for the shift-invert transformation
The need to determine a few eigenvalues of a large sparse generalised eigenvalue problem Ax = Bx with semi-positive deenite B arises in many physical situations, for example, in a stability analysis of the discretised Navier-Stokes equation. A common technique is to apply Arnoldi's method to the shift-invert transformation, but this can suuer from numerical instabilities as is illustrated by a ...
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ژورنال
عنوان ژورنال: Mathematics of Computation
سال: 1997
ISSN: 0025-5718
DOI: 10.1090/s0025-5718-97-00844-2