Thick restarting the weighted harmonic Arnoldi algorithm for large interior eigenproblems
Hong-Xiu Zhong, Gang Wu · International Journal of Computer Mathematics · 2011
We propose a thick-restarted weighted harmonic Arnoldi algorithm for computing interior eigenpairs of large sparse matrices. Moreover, we consider how to determine the weighting matrix efficiently in practice. Some properties of the new algorithm are discussed. Numerical experiments demonstrate the numerical behaviour of our new algorithm.