A variant of second-order Arnoldi method for solving the quadratic eigenvalue problem

被引：0
|
作者：
Zhou, Peng [1 ]
Wang, Xiang [1 ]
He, Ming [2 ]
Mao, Liang-Zhi [1 ]
机构：
[1] Nanchang Univ, Dept Math, Nanchang 330031, Peoples R China
[2] Jiangxi Univ Finance & Econ, Coll Informat Technol, Nanchang 330013, Peoples R China
来源：
JOURNAL OF COMPUTATIONAL ANALYSIS AND APPLICATIONS | 2016年 / 20卷 / 04期
关键词：
variant of second-order Arnoldi method (VSOAR); Krylov subspace; quadratic eigenvalue problem (QEP); Arnoldi procedure; Rayleigh-Ritz orthogonal projection; LINEARIZATION; PENCILS;
D O I：
暂无
中图分类号：
TP301 [理论、方法];
学科分类号：
081202 ;
摘要：
In this paper, we give a variant of second-order Krylov subspace R-n(A, B; u) based on a pair of square matrices A and B and a vector u, which is a modification of second-order Krylov subspace presented by Bai and Su [SIAM J. Matrix Anal. Appl., 26(2005) 640-659]. Then we can compute an orthonormal basis of R-n(A,B; u) by using second-order Arnoldi procedure. By applying the standard Rayleigh-Ritz orthogonal projection technique, a variant of second-order Arnoldi method (VSOAR) for solving large-scale quadratic eigenvalue problems (QEPs) has been presented. Finally, numerical experiments are given to show the efficiency of the new method.
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收藏
页码：718 / 733
页数：16
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