Augmented Block Householder Arnoldi Method
Date of Original Version
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 (ABHA) 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. © 2008 Elsevier Inc. All rights reserved.
Linear Algebra and Its Applications
Baglama, James. "Augmented Block Householder Arnoldi Method." Linear Algebra and Its Applications 429, 10 (2008): 2315-2334. doi:10.1016/j.laa.2007.12.021.