Inexact shift-invert Arnoldi method for evolution equations
نویسندگان
چکیده
منابع مشابه
Shift-invert Arnoldi Approximation to the Toeplitz
The shift-invert Arnoldi method is employed to generate an orthonormal basis from the Krylov subspace corresponding to a real Toeplitz matrix and an initial vector. The vectors and recurrence coefficients produced by this method are exploited to approximate the Toeplitz matrix exponential. Toeplitz matrix inversion formula and rapid Toeplitz matrix-vector multiplications are utilized to lower t...
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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 ...
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We perform a backward error analysis of the inexact shift-and-invert Arnoldi algorithm. We consider inexactness in the solution of the arising linear systems, as well as in the orthonormalization steps, and take the non-orthonormality of the computed Krylov basis into account. We show that the computed basis and Hessenberg matrix satisfy an exact shift-and-invert Krylov relation for a perturbed...
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We consider the computation of a few eigenvectors and corresponding eigen-values of a large sparse nonsymmetric matrix. In order to compute eigenvaluesin an isolated cluster around a given shift we apply shift-and-invert Arnoldi’smethod with and without implicit restarts. For the inner iterations we useGMRES as the iterative solver. The costs of the inexact solves are measured<l...
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The spectral transformation Lanczos method and the shift-invert Arnoldi method are probably the most popular methods for the solution of linear generalized eigenvalue problems originating from engineering applications, including structural and acoustic analyses and fluid dynamics. The orthogonalization of the Krylov vectors requires inner products. Often, one employs the standard inner product,...
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ژورنال
عنوان ژورنال: ANZIAM Journal
سال: 2016
ISSN: 1445-8810
DOI: 10.21914/anziamj.v58i0.10766