An Arnoldi code for computing selected eigenvalues of sparse, real, unsymmetric matrices

DOI10.1145/212066.212091zbMath0888.65041OpenAlexW2106869373WikidataQ113310406 ScholiaQ113310406MaRDI QIDQ4371612

No author found.

Publication date: 26 January 1998

Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL: http://www.acm.org/pubs/contents/journals/toms/1995-21/

zbMATH Keywords

performancepreconditioningArnoldi methodsdominant eigenvalueslarge sparse matrixChebyshev accelerationsubspace iteration methods

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical computation of matrix norms, conditioning, scaling (65F35)

Related Items (10)

An invert-free Arnoldi method for computing interior eigenpairs of large matrices ⋮ An Efficient Numerical Scheme for the Solution of a Stochastic Volatility Model Including Contemporaneous Jumps in Finance ⋮ A refined iterative algorithm based on the block Arnoldi process for large unsymmetric eigenproblems ⋮ A refined Arnoldi type method for large scale eigenvalue problems ⋮ The influence of orthogonality on the Arnoldi method ⋮ Augmented block Householder Arnoldi method ⋮ Deflated block Krylov subspace methods for large scale eigenvalue problems ⋮ Adaptive finite element solution of eigenvalue problems: Balancing of discretization and iteration error ⋮ An iterative block Arnoldi algorithm with modified approximate eigenvectors for large unsymmetric eigenvalue problems ⋮ Numerical integration of the time-dependent Schrödinger equation for laser-driven helium

Uses Software

• HSL
• MA48
• SRRIT
• BLAS
• eigs
• ARPACK
• NAGWare
• Harwell-Boeing sparse matrix collection

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