A modified second-order Arnoldi method for solving the quadratic eigenvalue problems

被引：7
|
作者：
Wang, Xiang [1 ,2 ]
Tang, Xiao-Bin [3 ]
Mao, Liang-Zhi [1 ,2 ]
机构：
[1] Nanchang Univ, Sch Sci, Dept Math, Nanchang 330031, Jiangxi, Peoples R China
[2] Nanchang Univ, Sch Sci, Numer Simulat & High Performance Comp Lab, Nanchang 330031, Jiangxi, Peoples R China
[3] Univ Int Business & Econ, Sch Stat, Beijing 100029, Peoples R China
来源：
COMPUTERS & MATHEMATICS WITH APPLICATIONS | 2017年 / 73卷 / 02期
关键词：
Second-order Arnoldi method (SOAR); Krylov subspace; Quadratic eigenvalue problems (QEP); Arnoldi procedure; Rayleigh-Ritz orthogonal projection; KRYLOV SUBSPACE METHOD; NUMERICAL-SOLUTION; ALGORITHM;
D O I：
10.1016/j.camwa.2016.11.027
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
Based on a pair of square matrices A and B and a vector u, a modified second-order Krylov subspace R-n(A, B; u) is first defined, which generalizes the standard Krylov subspace and the second-order Krylov subspace proposed by Bai and Su (2005). Then a modified second-order Arnoldi procedure for generating an orthonormal basis of R-n(A, B; u) has been presented. By applying the standard Rayleigh-Ritz orthogonal projection technique, a modified second-order Arnoldi method (MSOAR) for solving a large-scale quadratic eigenvalue problems (QEP) has been proposed. Finally, numerical experiments are given to show the efficiency of the new method. (C) 2016 Elsevier Ltd. All rights reserved.
引用
收藏
页码：327 / 338
页数：12
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