@Article{EAJAM-5-2,
author = {},
title = {An Inexact Shift-and-Invert Arnoldi Algorithm for Large Non-Hermitian Generalised Toeplitz Eigenproblems},
journal = {East Asian Journal on Applied Mathematics},
year = {2015},
volume = {5},
number = {2},
pages = {160--175},
abstract = {<p style="text-align: justify;">The shift-and-invert Arnoldi method is a most effective approach to compute
a few eigenpairs of a large non-Hermitian Toeplitz matrix pencil, where the Gohberg-Semencul
formula can be used to obtain the Toeplitz inverse. However, two large non-Hermitian
Toeplitz systems must be solved in the first step of this method, and the cost
becomes prohibitive if the desired accuracy for this step is high — especially for some
ill-conditioned problems. To overcome this difficulty, we establish a relationship between
the errors in solving these systems and the residual of the Toeplitz eigenproblem.
We consequently present a practical stopping criterion for their numerical solution, and
propose an inexact shift-and-invert Arnoldi algorithm for the generalised Toeplitz eigenproblem.
Numerical experiments illustrate our theoretical results and demonstrate the
efficiency of the new algorithm.</p>},
issn = {2079-7370},
doi = {https://doi.org/10.4208/eajam.010914.130415a},
url = {https://global-sci.com/article/82774/an-inexact-shift-and-invert-arnoldi-algorithm-for-large-non-hermitian-generalised-toeplitz-eigenproblems}
}