Some new restart vectors for explicitly restarted Arnoldi method

The explicitly restarted Arnoldi method (ERAM) can be used to find some eigenvalues of large and sparse matrices. However, it has been shown that even this method may fail to converge. In this paper, we present two new methods to accelerate the convergence of ERAM algorithm. In these methods, we apply two strategies for the updated initial vector in each restart cycles. The implementation of the methods have been tested by numerical examples. The results show that we can obtain a good acceleration of the convergence compared to original ERAM.

[1]  Zhongxiao Jia,et al.  A Global Arnoldi Method for Large Non-Hermitian Eigenproblems with Special Applications to Multiple Eigenproblems , 2011 .

[2]  Zifan Liu,et al.  A key to choose subspace size in implicitly restarted Arnoldi method , 2015, Numerical Algorithms.

[3]  Ravindra Boojhawon,et al.  A new method for accelerating Arnoldi algorithms for large scale Eigenproblems , 2009, Math. Comput. Simul..

[4]  Danny C. Sorensen,et al.  Implicit Application of Polynomial Filters in a k-Step Arnoldi Method , 1992, SIAM J. Matrix Anal. Appl..

[5]  Richard B. Lehoucq,et al.  Implicitly Restarted Arnoldi Methods and Subspace Iteration , 2001, SIAM J. Matrix Anal. Appl..

[6]  H. Najafi,et al.  Developing an Improved Shift-and-Invert Arnoldi Method , 2010 .

[7]  Jack Dongarra,et al.  A Test Matrix Collection for Non-Hermitian Eigenvalue Problems , 1997 .

[8]  Gerard L. G. Sleijpen,et al.  A Jacobi-Davidson Iteration Method for Linear Eigenvalue Problems , 1996, SIAM J. Matrix Anal. Appl..

[9]  Jack J. Dongarra,et al.  An asynchronous algorithm on the NetSolve global computing system , 2006, Future Gener. Comput. Syst..

[10]  Y. Saad,et al.  Chebyshev acceleration techniques for solving nonsymmetric eigenvalue problems , 1984 .

[11]  Y. Saad,et al.  Numerical Methods for Large Eigenvalue Problems , 2011 .

[12]  W. Arnoldi The principle of minimized iterations in the solution of the matrix eigenvalue problem , 1951 .

[13]  Serge G. Petiton,et al.  Multiple Explicitly Restarted Arnoldi Method for Solving Large Eigenproblems , 2005, SIAM J. Sci. Comput..