Augmented block Householder Arnoldi method. (English) Zbl 1153.65034

Summary: Computing the eigenvalues and eigenvectors of a large sparse nonsymmetric matrix arises in many applications and can be a very computationally challenging problem. In this paper we propose the augmented block Householder Arnoldi method that combines the advantages of a block routine with an augmented Krylov routine. A public domain MATLAB code ahbeigs has been developed and numerical experiments indicate that the code is competitive with other publicly available codes.


65F15 Numerical computation of eigenvalues and eigenvectors of matrices
65F50 Computational methods for sparse matrices
68W30 Symbolic computation and algebraic computation
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