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Mathematics

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University of Kentucky

Theses/Dissertations

2009

Krylov subspace|GMRES|Arnoldi|Lanczos|Matrix exponential

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Iterative Methods For Computing Eigenvalues And Exponentials Of Large Matrices, Ping Zhang Jan 2009

Iterative Methods For Computing Eigenvalues And Exponentials Of Large Matrices, Ping Zhang

University of Kentucky Doctoral Dissertations

In this dissertation, we study iterative methods for computing eigenvalues and exponentials of large matrices. These types of computational problems arise in a large number of applications, including mathematical models in economics, physical and biological processes. Although numerical methods for computing eigenvalues and matrix exponentials have been well studied in the literature, there is a lack of analysis in inexact iterative methods for eigenvalue computation and certain variants of the Krylov subspace methods for approximating the matrix exponentials. In this work, we proposed an inexact inverse subspace iteration method that generalizes the inexact inverse iteration for computing multiple and clustered …