A Jacobi-Davidson method for computing partial generalized real Schur forms. (English) Zbl 1119.65331
Bermúdez de Castro, Alfredo (ed.) et al., Numerical mathematics and advanced applications. Proceedings of ENUMATH 2005, the 6th European conference on numerical mathematics and advanced applications, Santiago de Compostela, Spain, July 18–22, 2005. Berlin: Springer (ISBN 3-540-34287-7/hbk). 963-971 (2006).
Summary: A new variant of the Jacobi-Davidson (JD) method is presented that is specifically designed for real unsymmetric matrix pencils. Whenever a pencil has a complex conjugated pair of eigenvalues, the method computes the two dimensional real invariant subspace spanned by the two corresponding complex conjugated eigenvectors. This is beneficial for memory costs and in many cases it also accelerates the convergence of the JD method. In numerical experiments, the RJDQZ variant is compared with the original JDQZ method.
For the entire collection see [Zbl 1103.65002].
For the entire collection see [Zbl 1103.65002].
MSC:
65F30 | Other matrix algorithms (MSC2010) |
65F15 | Numerical computation of eigenvalues and eigenvectors of matrices |