Title
Generalized block Lanczos methods for large unsymmetric eigenproblems
Abstract
.   Generalized block Lanczos methods for large unsymmetric eigenproblems are presented, which contain the block Arnoldi method, and the block Arnoldi algorithms are developed. The convergence of this class of methods is analyzed when the matrix A is diagonalizable. Upper bounds for the distances between normalized eigenvectors and a block Krylov subspace are derived, and a priori theoretical error bounds for Ritz elements are established. Compared with generalized Lanczos methods, which contain Arnoldi's method, the convergence analysis shows that the block versions have two advantages: First, they may be efficient for computing clustered eigenvalues; second, they are able to solve multiple eigenproblems. However, a deep analysis exposes that the approximate eigenvectors or Ritz vectors obtained by general orthogonal projection methods including generalized block methods may fail to converge theoretically for a general unsymmetric matrix A even if corresponding approximate eigenvalues or Ritz values do, since the convergence of Ritz vectors needs more sufficient conditions, which may be impossible to satisfy theoretically, than that of Ritz values does. The issues of how to restart and to solve multiple eigenproblems are addressed, and some numerical examples are reported to confirm the theoretical analysis.
Year
DOI
Venue
1998
10.1007/s002110050367
Numerische Mathematik
Keywords
DocType
Volume
krylov subspace,orthogonal projection,eigenvalues,upper bound,eigenvectors,satisfiability
Journal
80
Issue
ISSN
Citations 
2
0029-599X
5
PageRank 
References 
Authors
1.33
3
1
Name
Order
Citations
PageRank
Zhongxiao Jia112118.57