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An Inexact Refined Shift-and-Invert IRA Method For Large Unsymmetric Generalized Eigenproblems

Abstract

本文讨论用带有隐式重启的非准确精化位移求逆Arnoldi方法计算非对称广义特征 问题。 在每步Arnoldi(即外迭代)中,涉及变换算子的矩阵-向量乘积是通过对应线性方 程组的迭代解(即内迭代)进行。解的代价用每次外迭代下内迭代收敛时的次数来衡量。 文献[1]把文献[2]的放宽策略推广到隐式重启Arnoldi方法,即给出一个解内迭代时的放 宽策略,并用数值实验验证了该策略的优越性。本文从另一个角度把文献[2]的放宽策略 推广到精化的隐式重启Arnoldi方法,提出一个新的放宽策略。并通过理论分析和数值实 验说明了应用新的放宽策略能够使收敛时需要的内迭代次数随着外迭代的进行不断减 ...In this paper, we consider the computation of a few eigenpairs of nonsymmetric matrix pairs using inexact re¯ned shift-and-invert Arnoldi's method with implicit restarts. In each Arnoldi step(outer iteration) the matrix-vector product involving the transformed operator is performed by iterative solution(inner iteration) of the corresponding linear system of equations. The costs of the sol...学位:理学硕士院系专业:数学科学学院信息与计算数学系_计算数学学号:1912008115273

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