Solving eigenproblems: From Arnoldi via Jacobi-Davidson to the Riccati method

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

Volumn 2542, Issue , 2003, Pages 167-173

  Brandts, Jan H ^a  

^a UNIVERSITY OF AMSTERDAM   (Netherlands)

Author keywords

Arnoldi; Jacobi Davidson; Krylov subspace; Riccati

Indexed keywords

EIGENVALUES AND EIGENFUNCTIONS; ITERATIVE METHODS; LINEAR SYSTEMS; NUMERICAL METHODS;

ARNOLDI; GENERALIZED ALGEBRAIC RICCATI EQUATIONS; JACOBI- DAVIDSON; KRYLOV SUB SPACES; LOW DIMENSIONAL; NON-UNIQUENESS PROBLEMS; RICCATI; RICCATI METHOD;

RICCATI EQUATIONS;

EID: 33749390105     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/3-540-36487-0_18     Document Type: Article

References (4)

1. Arnoldi, W.E.: The Principle of Minimized Iteration in the Solution of the Matrix Eigenvalue Problem. Quart. Appl. Math., 9 (1951) 17-29.
2. Brandts, J.H.: The Riccati Method for Eigenvalues and Invariant Subspaces of Matrices with Inexpensive Action. Linear Algebra Appl., (2002) accepted.
3. Demmel, J.: Three Methods for Refining Estimates of Invariant Subspaces. Computing, 38 (1987) 43-57.
4. Sleijpen, G.L.G. and van der Vorst, H.A.: Jacobi-Davidson Iteration Method for Linear Eigenvalue Problems. SIAM J. Matrix Anal. Applic., 17 (1996) 401-425.