A harmonic restarted Arnoldi algorithm for calculating eigenvalues and determining multiplicity |
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Authors: | Ronald B Morgan Min Zeng |
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Institution: | a Department of Mathematics, Baylor University, Waco, TX 76798-7328, United States b Consumnes River College, 8401 Center Parkway, Sacramento, CA 95823, United States |
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Abstract: | 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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Keywords: | 65F15 15A18 |
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