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A harmonic restarted Arnoldi algorithm for calculating eigenvalues and determining multiplicity

โœ Scribed by Ronald B. Morgan; Min Zeng

Publisher
Elsevier Science
Year
2006
Tongue
English
Weight
178 KB
Volume
415
Category
Article
ISSN
0024-3795

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โœฆ Synopsis

A restarted Arnoldi algorithm is given that computes eigenvalues and eigenvectors. It is related to implicitly restarted Arnoldi, but has a simpler restarting approach. Harmonic and regular Rayleigh-Ritz versions are possible.

For multiple eigenvalues, an approach is proposed that first computes eigenvalues with the new harmonic restarted Arnoldi algorithm, then uses random restarts to determine multiplicity. This avoids the need for a block method or for relying on roundoff error to produce the multiple copies.

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