Seminar series
Date
Thu, 28 Oct 1999
Time
15:00 -
16:00
Location
Comlab
Speaker
Dr Rich Lehoucq
Organisation
Sandia National Laboratories
We show that Sorensen's (1992) implicitly restarted Arnoldi method
(IRAM) (including its block extension) is non-stationary simultaneous
iteration in disguise. By using the geometric convergence theory for
non-stationary simultaneous iteration due to Watkins and Elsner (1991)
we prove that an implicitly restarted Arnoldi method can achieve a
super-linear rate of convergence to the dominant invariant subspace of
a matrix. We conclude with some numerical results the demonstrate the
efficiency of IRAM.