Using implicitly filtered RKS for generalised eigenvalue problems
نویسندگان
چکیده
منابع مشابه
Using Implicitly Filtered RKS for generalised eigenvalue problems
The Rational Krylov Sequence (RKS) method can be seen as a generalisation of Arnoldi's method. It projects a matrix pencil onto a smaller subspace; this projection results in a small upper Hessenberg pencil. As for the Arnoldi method, RKS can be restarted implicitly, using the QR decomposition of a Hessenberg matrix. This restart comes with a projection of the subspace using a rational function...
متن کاملUsing implicitly ltered RKS for generalised eigenvalue problems
The rational Krylov sequence (RKS) method can be seen as a generalisation of Arnoldi’s method. It projects a matrix pencil onto a smaller subspace; this projection results in a small upper Hessenberg pencil. As for the Arnoldi method, RKS can be restarted implicitly, using the QR decomposition of a Hessenberg matrix. This restart comes with a projection of the subspace using a rational function...
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The Lanczos process is a well known technique for computing a few, say k, eigenvalues and associated eigenvectors of a large symmetric n×n matrix. However, loss of orthogonality of the computed Krylov subspace basis can reduce the accuracy of the computed approximate eigenvalues. In the implicitly restarted Lanczos method studied in the present paper, this problem is addressed by fixing the num...
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ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 1999
ISSN: 0377-0427
DOI: 10.1016/s0377-0427(99)00089-8