An inexact Krylov subspace method for large generalized Hankel eigenproblems
An inexact Krylov subspace method for large generalized Hankel eigenproblems
Krylov subspace method is an effective method for large-scale eigenproblems.The shift-and-invert Arnoldi method is employed to compute a few eigenpairs of a large Hankel matrix pencil.However, a crucial step in the process is computing products between the inversion of a Hankel matrix and vectors.The inversion of the Hankel matrix can …