Citation

Is. Duff et Ja. Scott, COMPUTING SELECTED EIGENVALUES OF SPARSE UNSYMMETRIC MATRICES USING SUBSPACE ITERATION, ACM transactions on mathematical software, 19(2), 1993, pp. 137-159

Citations number

29

Language

INGLESE

art.tipo

Article

Categorie Soggetti

Computer Sciences",Mathematics

Journal title

ISSN journal

0098-3500

Volume

19

Issue

2

Year of publication

1993

Pages

137 - 159

Database

ISI

SICI code

0098-3500(1993)19:2<137:CSEOSU>2.0.ZU;2-B

Abstract

This paper discusses the design and development of a code to calculate
the eigenvalues of a large sparse real unsymmetric matrix that are th
e rightmost, leftmost, or are of largest modulus. A subspace iteration
algorithm is used to compute a sequence of sets of vectors that conve
rge to an orthonormal basis for the invariant subspace corresponding t
o the required eigenvalues. This algorithm is combined with Chebychev
acceleration if the rightmost or leftmost eigenvalues are sought, or i
f the eigenvalues of largest modulus are known to be the rightmost or
leftmost eigenvalues. An option exists for computing the corresponding
eigenvectors. The code does not need the matrix explicitly since it o
nly requires the user to multiply sets of vectors by the matrix. Sophi
sticated and novel iteration controls, stopping criteria, and restart
facilities are provided. The code is shown to be efficient and competi
tive on a range of test problems.