Abstract

We present a refined Arnoldi-type method for extracting partial eigenpairs of large matrices. The approximate eigenvalues are the Ritz values of (A−τ I)−1 with respect to a shifted Krylov subspace. The approximate eigenvectors are derived by satisfying certain optimal properties, and they can be computed cheaply by a small sized singular value problem. Theoretical analysis show that the approximate eigenpairs computed by the new method converges as the approximate subspace expands. Finally, numerical results are reported to show the efficiency of the new method.

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.