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An implicitly-restarted Krylov subspace method for real symmetric/skew-symmetric eigenproblems |
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| Authors: | V Mehrmann C Schröder V Simoncini |
| Institution: | 1. Institut für Mathematik, Ma 4-5, TU Berlin, Straße des 17. Juni 136, D-10623 Berlin, Germany;2. Dipartimento di Matematica, Università di Bologna, Piazza di Porta S. Donato 5, I-40127 Bologna, Italy;3. CIRSA, Ravenna, Italy |
| Abstract: | A new implicitly-restarted Krylov subspace method for real symmetric/skew-symmetric generalized eigenvalue problems is presented. The new method improves and generalizes the SHIRA method of Mehrmann and Watkins (2001) 37] to the case where the skew-symmetric matrix is singular. It computes a few eigenvalues and eigenvectors of the matrix pencil close to a given target point. Several applications from control theory are presented and the properties of the new method are illustrated by benchmark examples. |
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