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2015 IMPLICITLY RESTARTED GENERALIZED SECOND-ORDER ARNOLDI TYPE ALGORITHMS FOR THE QUADRATIC EIGENVALUE PROBLEM
Zhongxiao Jia, Yuquan Sun
Taiwanese J. Math. 19(1): 1-30 (2015). DOI: 10.11650/tjm.19.2015.4577

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.

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Zhongxiao Jia. Yuquan Sun. "IMPLICITLY RESTARTED GENERALIZED SECOND-ORDER ARNOLDI TYPE ALGORITHMS FOR THE QUADRATIC EIGENVALUE PROBLEM." Taiwanese J. Math. 19 (1) 1 - 30, 2015. https://doi.org/10.11650/tjm.19.2015.4577

Information

Published: 2015
First available in Project Euclid: 4 July 2017

zbMATH: 1357.65043
MathSciNet: MR3313401
Digital Object Identifier: 10.11650/tjm.19.2015.4577

Subjects:
Primary: 15A18‎, 65F15

Rights: Copyright © 2015 The Mathematical Society of the Republic of China

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Vol.19 • No. 1 • 2015
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