ABLE: An adaptive block Lanczos method for non-Hermitian eigenvalue problems

Authors
Citation
Zj. Bai et al., ABLE: An adaptive block Lanczos method for non-Hermitian eigenvalue problems, SIAM J MATR, 20(4), 1999, pp. 1060-1082
Citations number
52
Categorie Soggetti
Mathematics
Journal title
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS
ISSN journal
08954798 → ACNP
Volume
20
Issue
4
Year of publication
1999
Pages
1060 - 1082
Database
ISI
SICI code
0895-4798(19990709)20:4<1060:AAABLM>2.0.ZU;2-T
Abstract
This work presents an adaptive block Lanczos method for large-scale non-Her mitian Eigenvalue problems (henceforth the ABLE method). The ABLE method is a block version of the non-Hermitian Lanczos algorithm. There are three in novations. First, an adaptive blocksize scheme cures (near) breakdown and a dapts the blocksize to the order of multiple or clustered eigenvalues. Seco nd, stopping criteria are developed that exploit the semiquadratic converge nce property of the method. Third, a well-known technique from the Hermitia n Lanczos algorithm is generalized to monitor the loss of biorthogonality a nd maintain semibiorthogonality among the computed Lanczos vectors. Each in novation is theoretically justified. Academic model problems and real appli cation problems are solved to demonstrate the numerical behaviors of the me thod.