In this paper we present a new type of Restarted Krylov methods for calculating peripheral eigenvalues of symmetric matrices. The new framework avoids the Lanczos tridiagonalization process, and the use of polynomial ...In this paper we present a new type of Restarted Krylov methods for calculating peripheral eigenvalues of symmetric matrices. The new framework avoids the Lanczos tridiagonalization process, and the use of polynomial filtering. This simplifies the restarting mechanism and allows the introduction of several modifications. Convergence is assured by a monotonicity property that pushes the eigenvalues toward their limits. The Krylov matrices that we use lead to fast rate of convergence. Numerical experiments illustrate the usefulness of the proposed approach.展开更多
In this paper, we present a compact version of the Heart iteration. One that requires less matrix-vector products per iteration and attains faster convergence. The Heart iteration is a new type of Restarted Krylov met...In this paper, we present a compact version of the Heart iteration. One that requires less matrix-vector products per iteration and attains faster convergence. The Heart iteration is a new type of Restarted Krylov methods for calculating peripheral eigenvalues of symmetric matrices. The new framework avoids the Lanczos tridiagonalization process and the use of implicit restarts. This simplifies the restarting mechanism and allows the introduction of several modifications. Convergence is assured by a monotonicity property that pushes the computed Ritz values toward their limits. Numerical experiments illustrate the usefulness of the proposed approach.展开更多
文摘In this paper we present a new type of Restarted Krylov methods for calculating peripheral eigenvalues of symmetric matrices. The new framework avoids the Lanczos tridiagonalization process, and the use of polynomial filtering. This simplifies the restarting mechanism and allows the introduction of several modifications. Convergence is assured by a monotonicity property that pushes the eigenvalues toward their limits. The Krylov matrices that we use lead to fast rate of convergence. Numerical experiments illustrate the usefulness of the proposed approach.
文摘In this paper, we present a compact version of the Heart iteration. One that requires less matrix-vector products per iteration and attains faster convergence. The Heart iteration is a new type of Restarted Krylov methods for calculating peripheral eigenvalues of symmetric matrices. The new framework avoids the Lanczos tridiagonalization process and the use of implicit restarts. This simplifies the restarting mechanism and allows the introduction of several modifications. Convergence is assured by a monotonicity property that pushes the computed Ritz values toward their limits. Numerical experiments illustrate the usefulness of the proposed approach.