Year: 2021
Author: Sara Pollock, L.Ridgway Scott
International Journal of Numerical Analysis and Modeling, Vol. 18 (2021), Iss. 5 : pp. 712–721
Abstract
We consider extrapolation of the Arnoldi algorithm to accelerate computation of the dominant eigenvalue/eigenvector pair. The basic algorithm uses sequences of Krylov vectors to form a small eigenproblem which is solved exactly. The two dominant eigenvectors output from consecutive Arnoldi steps are then recombined to form an extrapolated iterate, and this accelerated iterate is used to restart the next Arnoldi process. We present numerical results testing the algorithm on a variety of cases and find on most examples it substantially improves the performance of restarted Arnoldi. The extrapolation is a simple post-processing step which has minimal computational cost.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/2021-IJNAM-19389
International Journal of Numerical Analysis and Modeling, Vol. 18 (2021), Iss. 5 : pp. 712–721
Published online: 2021-01
AMS Subject Headings: Global Science Press
Copyright: COPYRIGHT: © Global Science Press
Pages: 10
Keywords: Eigenvalue computation extrapolation Arnoldi algorithm