arrow
Return

An iterative block Arnoldi algorithm with modified approximate eigenvectors for large unsymmetric eigenvalue problems

delete2004-06-01
delete7
PRE
AI
G
Gang Wu
DOI:10.1016/S0096-3003(03)00655-6delete
deleteOriginal
deleteOriginal request for help
deleteShare
deleteSave
Abstract

Abstract

En 中文
A modified m-step Arnoldi algorithm proposed by Jia and Elsner for computing a few selected eigenpairs of large unsymmetric matrices is generalized to its block version. In the new method, we use new modified approximate eigenvectors obtained from a linear combination of Ritz vectors and the wasted (m + 1)th block basis vector, whose residual norms are satisfied with some (p + 1)-dimensional minimization problems. The resulting block Arnoldi algorithm is not only better than the standard m-step one both in theory and in practice but also cheaper than the standard (m + 1)-step one. The relationships among the residual norms of Ritz pairs and those of new approximate eigenpairs are analyzed. Theoretical results show that the new method can overcome the drawback of nonconvergence, which exists in the conventional one in some extent. We carry out some numerical experiments, which exhibit that the new algorithm is more efficient and works better than its counterparts. (C) 2003 Elsevier Inc. All rights reserved.
Keywords:
orthogonal projection
Krylov subspace
block Arnoldi process
Ritz values
Ritz vectors
modified approximate eigenvectors
AI Summary

AI Summary

Key information extracted from the uploaded paper, including a brief overview, abstract, background, key highlights, visual analysis, and future outlook.

Journal

Applied Mathematics and Computation cover
Applied Mathematics and Computation
IF:
3.4
Papers:
2.3W
Citations:
3.3W

Organization

No organization information available