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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.
MSC:
65F15 Numerical computation of eigenvalues and eigenvectors of matrices
15A18 Eigenvalues, singular values, and eigenvectors
90C59 Approximation methods and heuristics in mathematical programming
Software:
DGMRES; eigs; Matlab
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References:
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