Year: 2021
Type: article
Abstract: We consider extrapolation of the Arnoldi algorithm to accelerate computation of the dominant eigenvalue/eigenvector pair. The basic algorithm uses sequences of Krylov vectors to form a small eigenproblem which is solved exactly. The two dominant eigenvectors output from consecutive Arnoldi steps are then recombined to form an extrapolated iterate, and this accelerated iterate is used to restart the next Arnoldi process. We present numerical results testing the algorithm on a variety of cases and find on most examples it substantially improves the performance of restarted Arnoldi. The extrapolation is a simple post-processing step which has minimal computational cost.
Authors: Sara Pollock, L.Ridgway Scott
Institutions: University of Florida, University of Chicago
Language: English
Topic: Matrix Theory and Algorithms
Subfield: Computational Theory and Mathematics
Field: Computer Science
Domain: Physical Sciences
Open Access status: green
Funder: National Science Foundation
OpenAlex ID: W3138608199