Arnoldi-Faber method for large non hermitian eigenvalue problems

نویسندگان

  • Vincent Heuveline
  • Miloud Sadkane
چکیده

We propose a restarted Arnoldi’s method with Faber polynomials and discuss its use for computing the rightmost eigenvalues of large non hermitian matrices. We illustrate, with the help of some practical test problems, the benefit obtained from the Faber acceleration by comparing this method with the Chebyshev based acceleration. A comparison with the implicitly restarted Arnoldi method is also reported.

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تاریخ انتشار 1997