Physical Sciences and Mathematics Commons^™

A Restarted Homotopy Method For The Nonsymmetric Eigenvalue Problem, Brandon Hutchison

Graduate Theses and Dissertations

The eigenvalues and eigenvectors of a Hessenberg matrix, H, are computed with a combination of homotopy increments and the Arnoldi method. Given a set, Ω, of approximate eigenvalues of H, there exists a unique vector f = f(H,Ω) in Rn where λ(H-e_{1ft)=Ω. A diagonalization of the homotopy H(t)=H−(1−t)e1ft at $t=0$ provides a prediction of the eigenvalues of H(t) at later times. These predictions define a new Ω that defines a new homotopy. The correction for each eigenvalue has an O(t2) error estimate, enabling variable step size and efficient convergence tests. Computations are done primarily in real arithmetic, and …}