Behaviour of IRA Iterations for Derogatory and Defective Matrices

• ID: 2251, RIV: 10031160
• ISSN: not specified, ISBN: not specified
• source: SNA' 06, Winter School
• keywords: Behaviour; Iterations; Derogatory; Defective; Matrices
• authors: Jan Zítko, Iveta Hnětynková
• authors from KNM: Hnětynková Iveta

Abstract

The Implicitly Restarted Arnoldi (IRA) method is used for construction of the sequence of Krylov subspaces which converges to an invariant subspace associated with a few small wanted eigenvalues of a matrix. The convergence theorems are formulated and the construction of an invariant subspace is investigated for defective and/or derogatory matrices.