An induced dimension reduction algorithm to approximate eigenpairs of large nonsymmetric matrices
Reinaldo Astudillo, Martin B. van Gijzen · AIP conference proceedings · 2013
This work presents an algorithm to approximate eigenpairs of large, sparse and nonsymmetric matrices based on the Induced Dimension Reduction method (IDR(s)) introduced in [1].We obtain a Hessenberg relation from IDR(s) computations and in conjunction with Implicitly Restarting and shift-and-invert techniques [2] we created a short recurrence algorithm to approximate eigenvalues and its corresponding eigenvectors in a region of interest.