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Developing An Improved Shift-And-Invert Arnoldi Method, H. Saberi Najafi, M. Shams Solary
Developing An Improved Shift-And-Invert Arnoldi Method, H. Saberi Najafi, M. Shams Solary
Applications and Applied Mathematics: An International Journal (AAM)
An algorithm has been developed for finding a number of eigenvalues close to a given shift and in interval [ Lb,Ub ] of a large unsymmetric matrix pair. The algorithm is based on the shift-andinvert Arnoldi with a block matrix method. The block matrix method is simple and it uses for obtaining the inverse matrix. This algorithm also accelerates the shift-and-invert Arnoldi Algorithm by selecting a suitable shift. We call this algorithm Block Shift-and-Invert or BSI. Numerical examples are presented and a comparison has been shown with the results obtained by Sptarn Algorithm in Matlab. The results show that the …