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Shirra: A refined variant of shira for the skew-hamiltonian/hamiltonian (SHH) pencil eigenvalue problem

  • Zhongxiao Jia*
  • , Yuquan Sun
  • *Corresponding author for this work
  • Tsinghua University

Research output: Contribution to journalArticlepeer-review

Abstract

Combining the Skew-Hamiltonian Isotropic implicitlyRestarted Arnoldi algorithm (SHIRA) due toMehrmann and Waktins and the refined projection principle proposed by the first author, we present a Skew-Hamiltonian Isotropic implicitly Restarted Refined Arnoldi algorithm (SHIRRA) for the skew-Hamiltonian/ Hamiltonian (SHH) pencil eigenvalue problem. Within SHIRRA, we propose new shifts, called refined shifts, that are theoretically better and numerically more efficient than the exact shifts used within SHIRA. Numerical examples illustrate the efficiency and superiority of SHIRRA.

Original languageEnglish
Pages (from-to)259-274
Number of pages16
JournalTaiwanese Journal of Mathematics
Volume17
Issue number1
DOIs
StatePublished - 2013

Keywords

  • Exact shifts
  • Implicit restart
  • Quadratic eigenvalue problem
  • Refined eigenvector approximation
  • Refined projection
  • Refined shifts
  • Ritz value
  • SHH pencil

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