Augmented Block Householder Arnoldi Method

نویسنده

  • JAMES BAGLAMA
چکیده

Computing the eigenvalues and eigenvectors of a large sparse nonsymmetric matrix arises in many applications and can be a very computationally challenging problem. In this paper we propose the Augmented Block Householder Arnoldi (ABHA) method that combines the advantages of a block routine with an augmented Krylov routine. A public domain MATLAB code ahbeigs has been developed and numerical experiments indicate that the code is competitive with other publicly available codes.

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تاریخ انتشار 2007