An Arnoldi (M, W, G) Method for Generalized Eigenvalue Problems

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.