Developing an Improved Shift-and-Invert Arnoldi Method

Authors

H. Saberi Najafi, Guilan University
M. Shams Solary, Guilan University

Abstract

An algorithm has been developed for finding a number of eigenvalues close to a given shift and in interval [ Lb,Ub ] of a large unsymmetric matrix pair. The algorithm is based on the shift-andinvert Arnoldi with a block matrix method. The block matrix method is simple and it uses for obtaining the inverse matrix. This algorithm also accelerates the shift-and-invert Arnoldi Algorithm by selecting a suitable shift. We call this algorithm Block Shift-and-Invert or BSI. Numerical examples are presented and a comparison has been shown with the results obtained by Sptarn Algorithm in Matlab. The results show that the method works well.

Recommended Citation

Najafi, H. Saberi and Solary, M. Shams (2010). Developing an Improved Shift-and-Invert Arnoldi Method, Applications and Applied Mathematics: An International Journal (AAM), Vol. 5, Iss. 1, Article 13.
Available at: https://digitalcommons.pvamu.edu/aam/vol5/iss1/13