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Augmented Householder Eigenvalue Solver

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Augmented Householder Eigenvalue Solver

by James Baglama

 

22 Aug 2005 (Updated 23 Aug 2005)

Computes a few eigenvalues and eigenvectors of a nonsymmetric matrix.

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Description

AHBEIGS: will find a few eigenvalues and eigenvectors for either the standard eigenvalue problem A*x = lambda*x or the generalized eigenvalue problem A*x = lambda*B*x.

[V,D,FLAG] = AHBEIGS(A,OPTIONS)

[V,D,FLAG] = AHBEIGS(A,B,OPTIONS)

[V,D,FLAG] = AHBEIGS('Afunc',N,B,OPTIONS)

The first input argument must be a matrix A which can be passed as a numeric matrix or as a M-file ('Afunc') that computes the product A*X or inv(B)*A*X, where X is a (N x blsz) matrix.

The program is based on a block Arnoldi method, that makes use of Householder reflections to maintain orthogonality and restarting is accomplished by augmentation of the Krylov subspace with Schur vectors.

Research supported by NSF grant DMS-0311786.

MATLAB release MATLAB 6.5 (R13)
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Comments and Ratings (2)
30 Oct 2007 salim kahveci  
13 Dec 2007 felipe torres

it's good

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Tag Activity for this File
Tag Applied By Date/Time
linear algebra James Baglama 22 Oct 2008 07:56:23
arnoldi James Baglama 22 Oct 2008 07:56:23
block James Baglama 22 Oct 2008 07:56:23
schur James Baglama 22 Oct 2008 07:56:23
krylov James Baglama 22 Oct 2008 07:56:23
subspace James Baglama 22 Oct 2008 07:56:23
householder James Baglama 22 Oct 2008 07:56:23
eigenvalue James Baglama 22 Oct 2008 07:56:23

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