A Jacobi-Davidson type method for the product eigenvalue problem
Journal of Computational and Applied Mathematics
The Rayleigh-Ritz method, refinement and Arnoldi process for periodic matrix pairs
Journal of Computational and Applied Mathematics
On the Error in the Product QR Decomposition
SIAM Journal on Matrix Analysis and Applications
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Stewart's recently introduced Krylov-Schur algorithm is a modification of the implicitly restarted Arnoldi algorithm which employs reordered Schur decompositions to perform restarts and deflations in a numerically reliable manner. This paper describes a variant of the Krylov-Schur algorithm suitable for addressing eigenvalue problems associated with products of large and sparse matrices. It performs restarts and deflations via reordered periodic Schur decompositions and, by taking the product structure into account, it is capable of achieving qualitatively better approximations to eigenvalues of small magnitude.