An implicitly-restarted Krylov subspace method for real symmetric/skew-symmetric eigenproblems
An implicitly-restarted Krylov subspace method for real symmetric/skew-symmetric eigenproblems
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DOI：
10.1016/j.laa.2009.11.009
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发表时间：
2012-05
影响因子：
1.1
通讯作者：
V. Mehrmann;C. Schröder;V. Simoncini
中科院分区：
文献类型：
--
作者：
V. Mehrmann;C. Schröder;V. Simoncini
提出了求解真实的对称/反对称广义特征值问题的一种新的隐式重新开始Krylov子空间方法。新方法改进并推广了Mehrmann和Watkins（2001）[37]的SHIRA方法，使其适用于反对称矩阵奇异的情况。它计算矩阵束靠近给定目标点的一些特征值和特征向量。从控制理论的几个应用程序，并说明了新方法的性能的基准例子。
A new implicitly-restarted Krylov subspace method for real symmetric/skew-symmetric generalized eigenvalue problems is presented. The new method improves and generalizes the SHIRA method of Mehrmann and Watkins (2001) [37] to the case where the skew-symmetric matrix is singular. It computes a few eigenvalues and eigenvectors of the matrix pencil close to a given target point. Several applications from control theory are presented and the properties of the new method are illustrated by benchmark examples.