Arnoldi-faber Method for Large Non Hermitian Eigenvalue Problems Vincent Heuveline and Miloud Sadkane
نویسندگان
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 beneet obtained from the Faber acceleration by comparing this method with the Chebyshev based acceleration. M ethode d'Arnoldi-Faber pour les probl emes aux valeurs propres non hermitiens de grande taille R esum e : Nous proposons une m ethode de type Arnoldi red emarr ee avec des polyn^ omes de Faber et discutons son utilisation pour calculer les valeurs propres de plus grandes parties r eelles de matrices non hermitiennes de grande taille. Nous testons la m ethode obtenue sur des probl emes pratiques qui montrent sa sup eriorit e par rapport a l'acc el eration par des polyn^ omes de Chebyshev.
منابع مشابه
Arnoldi-Faber method for large non hermitian eigenvalue problems
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 ...
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