G. Hechm, Yu. M. Nechepurenko
Computing reducing subspaces of a large linear matrix pencil
This paper deals with the computation of the reducing subspace associated with the
rightmost part of the spectrum of a large matrix pencil A–λ B with B = diag(I,0). Two variants
of the Jacobi-Davidson method are discussed and developed. One is based on the Euclidean inner
product and the second on the semi-inner product induced by B. Both versions use real arithmetics
and incorporate an efficient deflation procedure. Numerical results are reported.
Russian Journal of Numerical Analysis and Mathematical Modelling, Walter de Gruyter
Print ISSN: 0927-6467
Volume: 21, 05/2006
Pages: 185 - 198
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