Quasi-Minimal Residual Eigenpairs

Quasi-Minimal Residual Eigenpairs

We consider the extraction of approximate eigenpairs from a given Krylov subspace that are optimal, or at least quasi–optimal with respect to the normwise backward error. An algorithm based on Newton–Grassmannian optimization and a simple example are given; a useful graphical method of comparison wi...

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Veröffentlicht in:Proceedings in applied mathematics and mechanics 2008-12, Vol.8 (1), p.10835-10836
1. Verfasser: Zemke, Jens-Peter M.
Format: Artikel
Sprache:eng
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Zusammenfassung:We consider the extraction of approximate eigenpairs from a given Krylov subspace that are optimal, or at least quasi–optimal with respect to the normwise backward error. An algorithm based on Newton–Grassmannian optimization and a simple example are given; a useful graphical method of comparison with other extraction methods is briefly sketched. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)
ISSN:1617-7061
1617-7061
DOI:10.1002/pamm.200810835