A thick-restarted block Arnoldi algorithm with modified Ritz vectors for large eigenproblems

被引:18
作者
Jiang, Wei [1 ]
Wu, Gang [1 ]
机构
[1] Xuzhou Normal Univ, Sch Math Sci, Xuzhou 221116, Jiangsu, Peoples R China
基金
美国国家科学基金会;
关键词
Block Arnoldi; Krylov subspace; Thick-restarting; Subspace iteration; Ritz vector; Modified Ritz vector; LANCZOS METHOD; EIGENVECTORS; DEFLATION; GMRES;
D O I
10.1016/j.camwa.2010.05.034
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The block Arnoldi method is one of the most commonly used techniques for large eigenproblems. In this paper, we exploit certain modified Ritz vectors to take the place of Ritz vectors in the thick-restarted block Arnoldi algorithm, and propose a modified thick-restarted block Arnoldi algorithm for large eigenproblems. We then consider how to periodically combine the refined subspace iterative method with the modified thick-restarting block Arnoldi algorithm for computing a few dominant eigenpairs of a large matrix. The resulting algorithm is called a Subspace-Block Arnoldi algorithm. Numerical experiments show the efficiency of our new algorithms. (C) 2010 Elsevier Ltd. All rights reserved.
引用
收藏
页码:873 / 889
页数:17
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