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Colloquium - Stewart

An Arnoldi-Schur Algorithm for Large Eigenproblems
University of Maryland, College Park

Sorensen's iteratively restarted Arnoldi algorithm is one of the most successful and flexible algorithms for finding a few eigenpairs of a large matrix. However, the need to preserve structure of the Arnoldi decomposition on which the algorithm is based restricts the range of transformations that can be performed on it. In consequence, it is difficult to deflate converged Ritz vectors from the decomposition. Moreover, the potential forward instability of the implicit QR algorithm can cause unwanted Ritz vectors to persist in the computation. In this talk we describe a generalized Arnoldi decomposition that solves both problems in a natural and efficient manner.

Joint colloquium with the Department of Applied Mathematics.
Tea will be served from 2:30pm-3:00pm in ECOT 224.

Department of Computer Science
University of Colorado Boulder
Boulder, CO 80309-0430 USA
May 5, 2012 (14:13)