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

作者：Jiang Wei; Wu Gang^*

来源：Computers & Mathematics with Applications, 2010, 60(3): 873-889.

DOI：10.1016/j.camwa.2010.05.034

• Block Arnoldi
• Krylov subspace
• Thick-restarting
• Subspace iteration
• Ritz vector
• Modified Ritz vector

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.

• 出版日期2010-8
• 单位江苏师范大学