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Abstract: This thesis describes a Matlab implementation of the Implicitly Restarted Arnoldi Method for computing a few selected eigenvalues of large structured matrices. Shiftand -invert methods allow the calculation of the eigenvalues nearest any point in the complex plane, and polynomial acceleration techniques aid in computing eigenvalues of operators which are defined by m-files instead of Matlab matrices. These new Matlab functions will be incorporated into the upcoming version 5 of Matlab and will... (Update)
Context of citations to this paper: More
.... used in filter design [22] and is incorporated in SPEIG a MATLAB implementation of the implicitly restarted Arnoldi method [17]. In the Lanczos setting, the second approach is preferred because it is much easier to specify the magnitude bound of the stopband than...
.... used in digital filter design [78] and is incorporated in SPEIG a MATLAB implementation of the implicitly restarted Arnoldi method [61]. SPEIG has evolved into EIGS in MATLAB 5.1. In the Lanczos setting, the second approach is preferred because it is much easier to...
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BibTeX entry: (Update)
R. Radke. A MATLAB implementation of the implicitly restarted arnoldi method for solving large scale eigenvalue problems. Technical report, Dept. of Applied & Computational Mathematics, Rice University, Houston, TX, 1996. Master thesis. http://citeseer.ist.psu.edu/article/radke96matlab.html More
@misc{ radke96matlab,
author = "R. Radke",
title = "A MATLAB implementation of the implicitly restarted arnoldi method for
solving large scale eigenvalue problems",
text = "R. Radke. A MATLAB implementation of the implicitly restarted arnoldi method
for solving large scale eigenvalue problems. Technical report, Dept. of
Applied & Computational Mathematics, Rice University, Houston, TX, 1996.
Master thesis.",
year = "1996",
url = "citeseer.ist.psu.edu/article/radke96matlab.html" }
Citations (may not include all citations):624 The Algebraic Eigenvalue Problem (context) - Wilkinson - 1965
441 The Symmetric Eigenvalue Problem (context) - Parlett - 1980
234 Numerical Methods for Large Eigenvalue Problems (context) - Saad - 1992
176 Introduction to Matrix Computations (context) - Stewart - 1973
139 Implicit Application of Polynomial Filters in a k-step Arnol.. (context) - Sorensen - 1992
123 Numerical Methods (context) - Dahlquist, Bjorck - 1974
115 Singularities and Groups in Bifurcation Theory (context) - Golubitsky, Schaeffer - 1985
85 Harcourt Brace Jovanovich (context) - Strang, its - 1988
68 Digital Filter Design (context) - Parks, Burrus - 1987
66 Reorthogonalization and Stable Algorithms for Updating the G.. (context) - Daniel, Gragg et al. - 1976
64 Fundamentals of Matrix Computations (context) - Watkins - 1991
53 Topics in Algebra (context) - Herstein - 1975
38 Analysis and Implementation of an Implicitly Restarted Arnol.. (context) - Lehoucq - 1995
31 Deflation Techniques for an Implicitly Restarted Arnoldi Ite.. - Lehoucq, Sorensen - 1994
26 Numerical Analysis (context) - Kincaid, Cheney - 1991
24 ARPACK User's Guide: Solution of Large Scale Eigenvalue Prob.. (context) - Lehoucq, Sorensen et al. - 1996
23 Users' Guide for the HarwellBoeing Sparse Matrix Collection - Duff, Grimes et al.
18 A Truncated RQ-Iteration for Large Scale Eigenvalue Calculat.. - Sorensen, Yang - 1996
7 Sparse Matrix Computations (context) - Bunch, Rose - 1975
5 Exchange Algorithms for the Design of Linear Phase FIR Filte.. - Selesnick, Burrus - 1996
5 Large Scale Eigenvalue Problems (context) - Cullum, Willoughby - 1986
4 Sparse Matrices: Numerical Aspects with Applications for Sci.. (context) - Schendel - 1989
3 Reference Guide (context) - MathWorks, Matlab
1 Analytic Design of Optimal FIR Smooth Passband Filters Using.. (context) - Chen, Parks - 1986
1 CAAM 551 Lecture Notes: Iterative Methods for Large Scale Ei.. (context) - Sorensen - 1995
1 Documentation for Tolosa matrix library (context) - matrix
1 Matrix Transformtions for Computing Rightmost Eigenvalues of.. (context) - Meerbergen, Roose - 1994
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