A Krylov-Schur algorithm for matrix products
Please always quote using this URN:urn:nbn:de:0296-matheon-1688
- Stewart's recently introduced Krylov-Schur algorithm is a modification of the implicitly restarted Arnoldi algorithm which employs reordered Schur decompositions to perform restarts and de- ations in a numerically reliable manner. This paper describes a variant of the Krylov-Schur algorithm suitable for addressing eigenvalue problems associated with products of large and sparse matrices. It performs restarts and de ations via reordered periodic Schur decompositions and, by taking the product structure into account, it is capable to achieve qualitatively better approximations to the eigenvalues of small magnitude.
Author: | Daniel Kressner |
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URN: | urn:nbn:de:0296-matheon-1688 |
Referee: | Peter Deuflhard |
Document Type: | Preprint, Research Center Matheon |
Language: | English |
Date of first Publication: | 2005/01/24 |
Release Date: | 2004/05/10 |
Preprint Number: | 205 |