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Article Dans Une Revue Numerical Algorithms Année : 2015

A key to choose subspace size in implicitly restarted Arnoldi method

Résumé

The implicitly restarted Arnoldi method (IRAM) computes some eigenpairs of large sparse non Hermitian matrices. However, the size of the subspace in this method is chosen empirically. A poor choice of this size could lead to the non-convergence of the method. In this paper we propose a technique to improve the choice of the size of subspace. This approach, called multiple implicitly restarted Arnoldi method with nested subspaces (MIRAMns) is based on the projection of the problem on several nested subspaces instead of a single one. Thus, it takes advantage of several different sized subspaces. MIRAMns updates the restarting vector of an IRAM by taking the eigeninformation of interest obtained in all subspaces into account. With almost the same complexity as IRAM, according to our experiments, MIRAMns improves the convergence of IRAM.
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Dates et versions

hal-01609325 , version 1 (12-01-2023)

Identifiants

Citer

S. Shahzadeh Fazeli, Nahid Emad, Zifan Liu. A key to choose subspace size in implicitly restarted Arnoldi method. Numerical Algorithms, 2015, 70 (2), pp.407 - 426. ⟨10.1007/s11075-014-9954-5⟩. ⟨hal-01609325⟩
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