Print Email Facebook Twitter A Restarted Induced Dimension Reduction method to approximate eigenpairs of large unsymmetric matrices Title A Restarted Induced Dimension Reduction method to approximate eigenpairs of large unsymmetric matrices Author Astudillo, R. Van Gijzen, M.B. Faculty Electrical Engineering, Mathematics and Computer Science Department Delft Institute of Applied Mathematics Date 2014-09-30 Abstract A new algorithm to compute eigenpairs of large unsymmetric matrices is presented. Using the Induced Dimension Reduction method (IDR), which was originally proposed for solving linear systems, we obtain a Hessenberg decomposition from which we approximate the eigen-values and eigenvectors of a matrix. This decomposition has two main advantages. First, the computational efficiency since IDR is a short recurrence method. Second, the IDR polynomial used to create this Hessenberg decomposition is also used as a filter to discard the unwanted eigenvalues. Additionally, we incorporate the implicitly restarting technique proposed by D.C. Sorensen, in order to approximate speciffic portions of the spectrum and improve the convergence. Subject Eigenpairs approximationInduced Dimension Reduction methodimplicitly restartingpolynomial filter To reference this document use: http://resolver.tudelft.nl/uuid:54a92670-29b4-46f9-a5e2-25aa61063c9e Publisher Delft University of Technology, Faculty of Electrical Engineering, Mathematics and Computer Science, Delft Institute of Applied Mathematics ISSN 1389-6520 Source Reports of the Delft Institute of Applied Mathematics, 14-04 Part of collection Institutional Repository Document type report Rights (c)2014 Astudillo, R., Van Gijzen, M.B. Files PDF 14-04_Reinaldo_Tech_Report1.pdf 374.91 KB Close viewer /islandora/object/uuid:54a92670-29b4-46f9-a5e2-25aa61063c9e/datastream/OBJ/view