Arnoldi and Jacobi - Davidson methods for generalized eigenvalue problems
نویسنده
چکیده
In many physical situations, a few specific eigenvalues of a large sparse generalized eigenvalue problem Ax = λBx are needed. If exact linear solves with A − σB are available, implicitly restarted Arnoldi with purification is a common approach for problems where B is positive semidefinite. In this paper, a new approach based on implicitly restarted Arnoldi will be presented that avoids most of the problems due to the singularity of B. Secondly, if exact solves are not available, Jacobi-Davidson QZ will be presented as a robust method to compute a few specific eigenvalues. Results are illustrated by numerical experiments.
منابع مشابه
Arnoldi and Jacobi-Davidson methods for generalized eigenvalue problems Ax=λBx with singular B
In many physical situations, a few specific eigenvalues of a large sparse generalized eigenvalue problem Ax = λBx are needed. If exact linear solves with A−σB are available, implicitly restarted Arnoldi with purification is a common approach for problems where B is positive semidefinite. In this paper, a new approach based on implicitly restarted Arnoldi will be presented that avoids most of th...
متن کاملProjection Methods for Nonlinear Sparse Eigenvalue Problems
This paper surveys numerical methods for general sparse nonlinear eigenvalue problems with special emphasis on iterative projection methods like Jacobi–Davidson, Arnoldi or rational Krylov methods and the automated multi–level substructuring. We do not review the rich literature on polynomial eigenproblems which take advantage of a linearization of the problem.
متن کاملUnclassified Report: Jacobi-Davidson methods and preconditioning with applications in pole-zero analysis
This report discusses the application of Jacobi-Davidson style methods in electric circuit simulation. Using the generalised eigenvalue problem, which arises from pole-zero analysis, as a starting point, both the JDQR-method and the JDQZ-method are studied. Although the JDQR-method (for the ordinary eigenproblem) and the JDQZ-method (for the generalised eigenproblem) are designed to converge fa...
متن کاملLocking and Restarting Quadratic Eigenvalue Solvers
This paper studies the solution of quadratic eigenvalue problems by the quadratic residual iteration method. The focus is on applications arising from nite-element simulations in acoustics. One approach is the shift-invert Arnoldi method applied to the linearized problem. When more than one eigenvalue is wanted, it is advisable to use locking or de-ation of converged eigenvectors (or Schur vect...
متن کاملElectron energy level calculation for a three dimensional quantum dot
Abstract: In this paper we consider the rational eigenvalue problem governing the relevant energy levels and wave functions of a three dimensional quantum dot. We present iterative projection methods of Arnoldi and of Jacobi–Davidson type for computing a few eigenpairs of this system. Solving the projected nonlinear eigenvalue problems we take advantage of a minmax characterization of the eigen...
متن کامل