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A Jacobi-Davidson Method for Computing Partial Generalized Real Schur Forms

In: Numerical Mathematics and Advanced Applications

Author

Listed:
  • Tycho van Noorden

    (Eindhoven University of Technology, Department of Mathematics and Computer Science)

  • Joost Rommes

    (Utrecht University, Department of Mathematics)

Abstract

In this paper, a new variant of the Jacobi-Davidson method is presented that is specifically designed for real unsymmetric matrix pencils. Whenever a pencil has a complex conjugated pair of eigenvalues, the method computes the two dimensional real invariant subspace spanned by the two corresponding complex conjugated eigenvectors. This is beneficial for memory costs and in many cases it also accelerates the convergence of the JD method. In numerical experiments, the RJDQZ variant is compared with the original JDQZ method.

Suggested Citation

  • Tycho van Noorden & Joost Rommes, 2006. "A Jacobi-Davidson Method for Computing Partial Generalized Real Schur Forms," Springer Books, in: Alfredo Bermúdez de Castro & Dolores Gómez & Peregrina Quintela & Pilar Salgado (ed.), Numerical Mathematics and Advanced Applications, pages 963-971, Springer.
    • Handle: RePEc:spr:sprchp:978-3-540-34288-5_96
    DOI: 10.1007/978-3-540-34288-5_96
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