Taiwanese Journal of Mathematics

IMPLICITLY RESTARTED GENERALIZED SECOND-ORDER ARNOLDI TYPE ALGORITHMS FOR THE QUADRATIC EIGENVALUE PROBLEM

Zhongxiao Jia and Yuquan Sun

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Abstract

We investigate the generalized second-order Arnoldi (GSOAR) method, a generalization of the SOAR method proposed by Bai and Su [SIAM J. Matrix Anal. Appl., 26 (2005): 640--659.], and the Refined GSOAR (RGSOAR) method for the quadratic eigenvalue problem (QEP). The two methods use the GSOAR procedure to generate an orthonormal basis of a given generalized second-order Krylov subspace, and with such basis they project the QEP onto the subspace and compute the Ritz pairs and the refined Ritz pairs, respectively. We develop implicitly restarted GSOAR and RGSOAR algorithms, in which we propose certain exact and refined shifts for respective use within the two algorithms. Numerical experiments on real-world problems illustrate the efficiency of the restarted algorithms and the superiority of the restarted RGSOAR to the restarted GSOAR. The experiments also demonstrate that both IGSOAR and IRGSOAR generally perform much better than the implicitly restarted Arnoldi method applied to the corresponding linearization problems, in terms of the accuracy and the computational efficiency.

Article information

Source
Taiwanese J. Math., Volume 19, Number 1 (2015), 1-30.

Dates
First available in Project Euclid: 4 July 2017

Permanent link to this document
https://projecteuclid.org/euclid.twjm/1499133614

Digital Object Identifier
doi:10.11650/tjm.19.2015.4577

Mathematical Reviews number (MathSciNet)
MR3313401

Zentralblatt MATH identifier
1357.65043

Subjects
Primary: 65F15: Eigenvalues, eigenvectors 15A18: Eigenvalues, singular values, and eigenvectors

Keywords
QEP GSOAR procedure GSOAR method RGSOAR method Ritz vector refined Ritz vector implicit restart exact shifts refined shifts

Citation

Jia, Zhongxiao; Sun, Yuquan. IMPLICITLY RESTARTED GENERALIZED SECOND-ORDER ARNOLDI TYPE ALGORITHMS FOR THE QUADRATIC EIGENVALUE PROBLEM. Taiwanese J. Math. 19 (2015), no. 1, 1--30. doi:10.11650/tjm.19.2015.4577. https://projecteuclid.org/euclid.twjm/1499133614


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