An invert-free Arnoldi method for computing interior eigenpairs of large matrices

DOI10.1080/00207160701210331zbMath1125.65031OpenAlexW1979676293MaRDI QIDQ5297939

Qiang Niu, Lin-Zhang Lu

Publication date: 16 July 2007

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207160701210331

zbMATH Keywords

numerical examplesinterior eigenproblemlarge symmetric matricesinvert-free Arnoldi methodshifted Krylov subspace method

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Related Items (2)

A refined Arnoldi type method for large scale eigenvalue problems ⋮ A modified second-order Arnoldi method for solving the quadratic eigenvalue problems

Uses Software

• MatrixMarket
• ARPACK
• Harwell-Boeing sparse matrix collection

Cites Work

• Unnamed Item
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• Sparse matrix test problems
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• Implicit Application of Polynomial Filters in a k-Step Arnoldi Method
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• ARPACK Users' Guide
• Implicitly Restarted GMRES and Arnoldi Methods for Nonsymmetric Systems of Equations
• Convergence of Restarted Krylov Subspaces to Invariant Subspaces
• The convergence of harmonic Ritz values, harmonic Ritz vectors and refined harmonic Ritz vectors
• Approximate solutions and eigenvalue bounds from Krylov subspaces
• A simpler GMRES
• A Jacobi–Davidson Iteration Method for Linear Eigenvalue Problems
• Harmonic projection methods for large non-symmetric eigenvalue problems
• Convergence of Polynomial Restart Krylov Methods for Eigenvalue Computations
• The principle of minimized iterations in the solution of the matrix eigenvalue problem

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