Implicitly restarted Arnoldi methods and subspace iteration (Q2784364)

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scientific article; zbMATH DE number 1732258
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Implicitly restarted Arnoldi methods and subspace iteration
scientific article; zbMATH DE number 1732258

    Statements

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    23 April 2002
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    Arnoldi iteration
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    eigenvalues
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    implicitly restarted Arnoldi method
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    nonstationary simultaneous iteration
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    subspace iteration
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    QR-algorithm
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    numerical examples
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    Implicitly restarted Arnoldi methods and subspace iteration (English)
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    The paper is concerned with the relation of three methods for computing several eigenvalues of a matrix. 1. An implicitly restarted Arnoldi method. 2. Nonstationary simultaneous iteration (subspace iteration). 3. QR-algorithm. Numerical examples show that the first method can be much faster than the second one.
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