Perturbed Arnoldi Method for Computing Multiple Eigenvalues
dc.contributor.advisor | Morgan, Ronald Benjamin, 1958- | |
dc.contributor.author | Gibson, Thomas | |
dc.contributor.department | Mathematics. | en_US |
dc.contributor.other | Baylor University. | en_US |
dc.date.accessioned | 2014-06-02T18:35:40Z | |
dc.date.available | 2014-06-02T18:35:40Z | |
dc.date.copyright | 2014 | |
dc.date.issued | 2014-06-02 | |
dc.description.abstract | There are several known methods for computing eigenvalues of a large sparse nonsymmetric matrix. One of the most efficient methods is known as the Arnoldi method. The Arnoldi method is a Krylov subspace method that computes the eigenvalues of the projection of a matrix onto the Krylov subspace. In our investigation, we present both non-restarted and restarted Arnoldi methods and examine how round-off error helps find multiple eigenvalues. We introduce a new method that uses a diagonal matrix perturbation that separates multiple eigenvalues and improves performance. Our approach presents an alternative that avoids the need for a block method, or for relying on round-off error to introduce multiple copies of eigenvalues. | en_US |
dc.identifier.uri | http://hdl.handle.net/2104/8991 | |
dc.language.iso | en_US | en_US |
dc.rights | Baylor University projects are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission. Contact libraryquestions@baylor.edu for inquiries about permission. | en_US |
dc.rights.accessrights | Worldwide access | en_US |
dc.subject | Numerical linear algebra. | en_US |
dc.subject | Krylov subspace methods. | en_US |
dc.subject | Arnoldi method. | en_US |
dc.subject | Eigenvalue algorithms. | en_US |
dc.title | Perturbed Arnoldi Method for Computing Multiple Eigenvalues | en_US |
dc.type | Thesis | en_US |
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