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.
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页码：327 / 338
页数：12
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