An induced dimension reduction algorithm to approximate eigenpairs of large nonsymmetric matrices | Zendy

Reinaldo Astudillo | Zendy; Martin B. van Gijzen | Zendy

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An induced dimension reduction algorithm to approximate eigenpairs of large nonsymmetric matrices

Author(s) -

Reinaldo Astudillo,

Martin B. van Gijzen

Publication year - 2013

Publication title -

aip conference proceedings

Language(s) - English

Resource type - Conference proceedings

SCImago Journal Rank - 0.177

H-Index - 75

eISSN - 1551-7616

pISSN - 0094-243X

DOI - 10.1063/1.4825994

Subject(s) - icon , citation , computer science , dimension (graph theory) , information retrieval , reduction (mathematics) , dimensionality reduction , search algorithm , download , algorithm , world wide web , combinatorics , mathematics , artificial intelligence , programming language , geometry

This work presents an algorithm to approximate eigenpairs of large, sparse and nonsymmetric matrices based on the Induced Dimension Reduction method (IDR(s)) introduced in [1]. We obtain a Hessenberg relation from IDR(s) computations and in conjunction with Implicitly Restarting and shift-and-invert techniques [2] we created a short recurrence algorithm to approximate eigenvalues and its corresponding eigenvectors in a region of interest

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