Augmented Householder Eigenvalue Solver

Computes a few eigenvalues and eigenvectors of a nonsymmetric matrix.

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Updated 23 Aug 2005

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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.

Cite As

James Baglama (2023). Augmented Householder Eigenvalue Solver (https://www.mathworks.com/matlabcentral/fileexchange/8339-augmented-householder-eigenvalue-solver), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R13
Compatible with any release
Platform Compatibility
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Version Published Release Notes
1.0.0.0