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A hybrid of the restarted Arnoldi and electromagnetism meta-heuristic methods for calculating eigenvalues and eigenvectors of a non-symmetric matrix. (English) Zbl 1193.65040
Summary: We present a new algorithm, which is called electromagnetism meta-heuristic restarted Arnoldi algorithm (EM-RA) for calculating eigenvalues and eigenvectors of a non-symmetric matrix. In most of the restarting methods the basic idea is a selection of the best initial eigenvector, but our aim is to improve the initial eigenvectors in each iteration of the restarting method. Numerical examples are used to show the good numerical properties.

MSC:
65F15 Numerical computation of eigenvalues and eigenvectors of matrices
Software:
DGMRES; eigs
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References:
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