A Hamiltonian Krylov-Schur-type method based on the symplectic Lanczos process

被引:19
作者
Benner, Peter [1 ]
Fassbender, Heike [2 ]
Stoll, Martin [3 ]
机构
[1] TU Chemnitz, Fak Math Math Ind & Tech, D-09107 Chemnitz, Germany
[2] TU Braunschweig, AG Numer, Inst Computat Math, D-38092 Braunschweig, Germany
[3] Math Inst, Oxford Ctr Collaborat Appl Mat, Oxford OX1 3LB, England
关键词
Hamiltonian eigenproblem; Symplectic Lanczos method; Krylov-Schur method; Implicit restarting; SR algorithm; MODEL-REDUCTION; ALGORITHM; MATRIX;
D O I
10.1016/j.laa.2010.04.048
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We discuss a Krylov-Schur-like restarting technique applied within the symplectic Lanczos algorithm for the Hamiltonian eigenvalue problem. This allows us to easily implement a purging and locking strategy in order to improve the convergence properties of the symplectic Lanczos algorithm. The Krylov-Schur-like restarting is based on the SR algorithm. Some ingredients of the latter need to be adapted to the structure of the symplectic Lanczos recursion. We demonstrate the efficiency of the new method for several Hamiltonian eigenproblems. (C) 2010 Elsevier Inc. All rights reserved.
引用
收藏
页码:578 / 600
页数:23
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