The Restarted Arnoldi Method Applied to Iterative Linear System Solvers for the Computation of Rightmost Eigenvalues

DOI10.1137/S0895479894274255zbMath0872.65038MaRDI QIDQ3126183

Karl Meerbergen, Dirk Roose

Publication date: 16 September 1997

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

convergencenumerical exampleeigenvaluesCayley transforminverse iterationrestarted Arnoldi methodDavidson's methodshift-invert transformationlarge, sparse, nonsymmetric eigenproblem

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Related Items (8)

A preconditioned Krylov technique for global hydrodynamic stability analysis of large-scale compressible flows ⋮ Pseudospectra for matrix pencils and stability of equilibria ⋮ A new justification of the Jacobi-Davidson method for large eigenproblems ⋮ Arnoldi and Jacobi-Davidson methods for generalized eigenvalue problems $Ax=\lambda Bx$ with singular $B$ ⋮ Fast eigenvalue calculations in a massively parallel plasma turbulence code ⋮ Deflation by restriction for the inverse-free preconditioned Krylov subspace method ⋮ Eigenvalue computation in the 20th century ⋮ Preconditioning eigenvalues and some comparison of solvers

Uses Software

• BiCGstab
• ITSOL
• JDQZ
• SPARSKIT

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