A new variant of Arnoldi method for approximation of eigenpairs

Ravibabu, Mashetti and Singh, Arindama (2018) A new variant of Arnoldi method for approximation of eigenpairs. In: JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 344 . pp. 424-437.

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Abstract

Arnoldi method approximates exterior eigenvalues of a large sparse matrix, but may fail to approximate corresponding eigenvectors. The refined Arnoldi method approximates an eigenpair by solving a related singular value problem. In this paper, we propose a new procedure to extract an approximate eigenpair from a Krylov subspace in Arnoldi method, using a minimization problem. Unlike the refined Arnoldi method, the suggested procedure requires solving a linear system. (C) 2018 Elsevier B.V. All rights reserved.

Item Type:	Journal Article
Publication:	JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
Publisher:	ELSEVIER SCIENCE BV, PO BOX 211, 1000 AE AMSTERDAM, NETHERLANDS
Additional Information:	Copyright of this article belong to ELSEVIER SCIENCE BV, PO BOX 211, 1000 AE AMSTERDAM, NETHERLANDS
Department/Centre:	Division of Physical & Mathematical Sciences > Mathematics
Date Deposited:	14 Aug 2018 14:47
Last Modified:	14 Aug 2018 14:47
URI:	http://eprints.iisc.ac.in/id/eprint/60431

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