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Mathematics of Computation

Published by the American Mathematical Society since 1960 (published as Mathematical Tables and other Aids to Computation 1943-1959), Mathematics of Computation is devoted to research articles of the highest quality in computational mathematics.

ISSN 1088-6842 (online) ISSN 0025-5718 (print)

The 2020 MCQ for Mathematics of Computation is 1.78.

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Chebyshev acceleration techniques for solving nonsymmetric eigenvalue problems
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by Youcef Saad PDF
Math. Comp. 42 (1984), 567-588 Request permission

Abstract:

The present paper deals with the problem of computing a few of the eigenvalues with largest (or smallest) real parts, of a large sparse nonsymmetric matrix. We present a general acceleration technique based on Chebyshev polynomials and discuss its practical application to Arnoldi’s method and the subspace iteration method. The resulting algorithms are compared with the classical ones in a few experiments which exhibit a sharp superiority of the Arnoldi-Chebyshev approach.
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Additional Information
  • © Copyright 1984 American Mathematical Society
  • Journal: Math. Comp. 42 (1984), 567-588
  • MSC: Primary 65F15; Secondary 65F50
  • DOI: https://doi.org/10.1090/S0025-5718-1984-0736453-8
  • MathSciNet review: 736453