An Implicitly-restarted Krylov Subspace Method for Real Symmetric/skew-symmetric Eigenproblems
نویسندگان
چکیده
A new implicitly-restarted Krylov subspace method for real symmetric/skew-symme– tric generalized eigenvalue problems is presented. The new method improves and generalizes the SHIRA method of [37] to the case where the skew symmetric matrix is singular. It computes a few eigenvalues and eigenvectors of the matrix pencil close to a given target point. Several applications from control theory are presented and the properties of the new method are illustrated by benchmark examples.
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