Pregled bibliografske jedinice broj: 670333
A new framework for implicit restarting of the Krylov-Schur algorithm
A new framework for implicit restarting of the Krylov-Schur algorithm // Numerical linear algebra with applications, 22 (2015), 2; 220-232 doi:10.1002/nla.1944 (međunarodna recenzija, članak, znanstveni)
CROSBI ID: 670333 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
A new framework for implicit restarting of the Krylov-Schur algorithm
Autori
Bujanović, Zvonimir ; Drmač, Zlatko
Izvornik
Numerical linear algebra with applications (1070-5325) 22
(2015), 2;
220-232
Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni
Ključne riječi
Eigenvalues ; eigenvalue assignment ; Arnoldi algorithm ; Krylov-Schur algorithm ; implicit restart ; polynomial filter ; QR algorithm ; Rayleigh quotient ; Ritz values
Sažetak
This paper introduces a new framework for implicit restarting of the Krylov-Schur algorithm. It is shown that restarting with arbitrary polynomial filter is possible by reassigning some of the eigenvalues of the Rayleigh quotient through a rank-one correction, implemented using only the elementary transformations (translation and similarity) of the Krylov decomposition. This framework includes the implicitly restarted Arnoldi algorithm (IRA), and the Krylov-Schur algorithm with implicit harmonic restart as special cases. Further, it reveals that the IRA algorithm can be turned into an eigenvalue assignment method.
Izvorni jezik
Engleski
Znanstvena područja
Matematika
POVEZANOST RADA
Projekti:
HRZZ-IP-2013-11-9345 - Matematičko modeliranje, analiza i računanje s primjenama na kompleksne mehaničke sustave (MMACACMS) (Drmač, Zlatko, HRZZ - 2013-11) ( CroRIS)
MZOS-037-0372783-2750 - Spektralne dekompozicije - numericke metode i primjene (Drmač, Zlatko, MZOS ) ( CroRIS)
Ustanove:
Prirodoslovno-matematički fakultet, Matematički odjel, Zagreb,
Prirodoslovno-matematički fakultet, Zagreb
Citiraj ovu publikaciju:
Časopis indeksira:
- Current Contents Connect (CCC)
- Web of Science Core Collection (WoSCC)
- SCI-EXP, SSCI i/ili A&HCI
