A Krylov subspace method for shifted linear systems and its application to eigenvalue problems

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  • Shifted Linear Systemsに対するKrylov部分空間反復法と固有値問題への応用
  • Shifted Linear Systems ニ タイスル Krylov ブブン クウカン ハンプクホウ ト コユウチ モンダイ エ ノ オウヨウ

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We consider a method to solve several shifted linear systems (A+σl)x = b with shift parameter σ. Krylov subspace for shifted linear systems is not depend on the parameter σ, therefore we can solve several shifted linear systems simultaneously without generating Krylov subspace for each parameter cr. In this paper, we show that shifted linear systems appear in an eigensolver using numerical integration. We applied Krylov subspace methods for shifted linear systems in this eigensolver. We have also presented some numerical examples illustrate the efficiency of the method.

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