Computing reducing subspaces of a large linear matrix pencil

Grace Hechme and Yuri Nechepurenko

2006

Publication type:

Paper in peer-reviewed journals

Journal:

Russian Journal of Numerical Analysis and Mathematical Modelling, vol. 21(3), pp. 185-198

DOI:

10.1515/156939806777320359

HAL:

hal-00978782

Abstract:

This paper deals with the computation of the reducing subspace associated with the rightmost part of the spectrum of a large matrix pencil A–λ B with B = diag(I,0). Two variants of the Jacobi-Davidson method are discussed and developed. One is based on the Euclidean inner product and the second on the semi-inner product induced by B. Both versions use real arithmetics and incorporate an efficient deflation procedure. Numerical results are reported.

BibTeX:

@article{Hec-Nec-2006,
    author={Grace Hechme and Yuri Nechepurenko },
    title={Computing reducing subspaces of a large linear matrix pencil },
    doi={10.1515/156939806777320359 },
    journal={Russian Journal of Numerical Analysis and Mathematical 
           Modelling },
    year={2006 },
    volume={21(3) },
    pages={185--198},
}