Transactions of the Japan Society for Industrial and Applied Mathematics
Online ISSN : 2424-0982
ISSN-L : 0917-2246
An Arnoldi (M, W, G) Method for Generalized Eigenvalue Problems
Tatsuya YamashitaTakafumi MiyataTomohiro SogabeTakeo HoshiTakeo FujiwaraShao-Liang Zhang
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2011 Volume 21 Issue 3 Pages 241-254

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Abstract
The Arnoldi method was proposed to compute a few eigenpairs of large-scale generalized eigenvalue problems. For the iterative computation of eigenpairs, this method generates the basis of a subspace by solving linear systems. This leads to considerable computation time for the large-scale problems. In this paper, to reduce the computation time, we propose an Arnoldi (M, W, G) method based on the Arnoldi method.
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© 2011 The Japan Society for Industrial and Applied Mathematics
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