Inter-conversion between the power and arnoldi's methods
Commun. Korean Math. Soc. 1997 Vol. 12, No. 1, 145-155
Pil Seong Park Univesity of Suwon
Abstract : We present a couple of tools that can be used in the solution of nonsymmetric eigenvalue problems. The first one allows us to convert power iterates into Arnoldi's results so that a few eigenpairs are easily obtainable. The other converts Arnoldi's results into power iterates to simulate the power method and improve the result. Suggestions for application are also given.
Keywords : Arnoldi's method, the power method, inter-conversion, nonsymmetric eigenvalue problems, Krylov subspace