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Deflation Techniques for an Implicitly Restarted Arnoldi Iteration

Deflation Techniques for an Implicitly Restarted Arnoldi Iteration

A deflation procedure is introduced that is designed to improve the convergence of an implicitly restarted Arnoldi iteration for computing a few eigenvalues of a large matrix. As the iteration progresses, the Ritz value approximations of the eigenvalues converge at different rates. A numerically stable scheme is introduced that implicitly …