An Implicitly-restarted Krylov Method for Real Symmetric/Skew-Symmetric Eigenproblems
Please always quote using this URN:urn:nbn:de:0296-matheon-5866
- A new implicitly-restarted Krylov subspace method for real symmetric/skew-symmetric generalized eigenvalue problems is presented. The new method improves and generalizes the SHIRA method to the case where the skew symmetric matrix is singular. It computes a few eigenvalues and eigenvectors of the matrix pencil close to a given target point. Several applications from control theory are presented and the properties of the new method are illustrated by benchmark examples.