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A new algorithm for computing eigenpairs of matrices. (English) Zbl 1225.65044
Summary: We propose a hybrid of restarted Arnoldi algorithm and particle swarm optimization (PSO) method for calculating eigenvalues and eigenvectors of a nonsymmetric matrix which is called the PSO-RA algorithm. Numerical examples are used to show the good numerical properties.
65F15 Numerical computation of eigenvalues and eigenvectors of matrices
15A18 Eigenvalues, singular values, and eigenvectors
90C59 Approximation methods and heuristics in mathematical programming
DGMRES; eigs; Matlab
Full Text: DOI
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