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