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Arnoldi-Faber Method for Large Non Hermitian Eigenvalue Problems

Vincent Heuveline 1 Miloud Sadkane 1
1 ALADIN - Algorithms Adapted to Intensive Numerical Computing
IRISA - Institut de Recherche en Informatique et Systèmes Aléatoires, INRIA Rennes
Abstract : We propose a restarted Arnoldi's method with Faber polynomials and discuss its use for computing the rightmost eigenvalues of large non hermitian matrices. We illustrate, with the help of some practical test problems, the benefit obtained from the Faber acceleration by comparing this method with the Chebyshev based acceleration.
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https://hal.inria.fr/inria-00073688
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Submitted on : Wednesday, May 24, 2006 - 1:30:45 PM
Last modification on : Friday, February 4, 2022 - 3:18:44 AM
Long-term archiving on: : Sunday, April 4, 2010 - 11:54:53 PM

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  • HAL Id : inria-00073688, version 1

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Vincent Heuveline, Miloud Sadkane. Arnoldi-Faber Method for Large Non Hermitian Eigenvalue Problems. [Research Report] RR-3007, INRIA. 1996. ⟨inria-00073688⟩

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