An Arnoldi (M, W, G) Method for Generalized Eigenvalue Problems

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  • 一般化固有値問題に対するArnoldi(M,W,G)法
  • イッパンカ コユウチ モンダイ ニ タイスル Arnoldi M W G ホウ

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The Arnoldi method was proposed to compute a few eigenpairs of large-scale generalized eigenvalue problems. For the iterative computation of eigenpairs, this method generates the basis of a subspace by solving linear systems. This leads to considerable computation time for the large-scale problems. In this paper, to reduce the computation time, we propose an Arnoldi (M, W, G) method based on the Arnoldi method.

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