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Shift-invert and Cayley transforms for detection of rightmost eigenvalues of nonsymmetric matrices. (English) Zbl 0814.65037
The authors consider computation of the eigenvalue of maximum real part of a large sparse real nonsymmetric matrix, using subspace iteration preconditioned by the Cayley transform and/or shift-invert. A two step method is proposed for determining whether the set of eigenvalues so obtained includes the eigenvalue of maximum real part. The philosophy is one of robustness rather than speed, although a user has the option of performing only the first step.

MSC:
65F15 Numerical computation of eigenvalues and eigenvectors of matrices
65F50 Computational methods for sparse matrices
Software:
eigs; IRAM
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