Generalized preconditioned locally harmonic residual method for non-Hermitian eigenproblems
Numerical Analysis
2015-06-24 v1
Abstract
We introduce the Generalized Preconditioned Locally Harmonic Residual (GPLHR) method for solving standard and generalized non-Hermitian eigenproblems. The method is particularly useful for computing a subset of eigenvalues, and their eigen- or Schur vectors, closest to a given shift. The proposed method is based on block iterations and can take advantage of a preconditioner if it is available. It does not need to perform exact shift-and-invert transformation. Standard and generalized eigenproblems are handled in a unified framework. Our numerical experiments demonstrate that GPLHR is generally more robust and efficient than existing methods, especially if the available memory is limited.
Cite
@article{arxiv.1506.06829,
title = {Generalized preconditioned locally harmonic residual method for non-Hermitian eigenproblems},
author = {Eugene Vecharynski and Chao Yang and Fei Xue},
journal= {arXiv preprint arXiv:1506.06829},
year = {2015}
}