复Hermite矩阵特征值问题的实Isotropic Lanczos算法

A real isotropic Lanczos algorithm for eigenproblem of complex Hermite matrix

研究了复Hermite矩阵经Wilkinson实数转化后矩阵的性质,利用其对称性和反Hamiltonian结构,给出了特征值问题的隐式重启Isotropic Lanczos保结构算法.数值试验表明,这种方法求解出的特征对残量很小,具有较高的精度.

This article deals with the eigenproblem of complex Hermite matrix.Firstly the proposition of the matrix via Wilkinson’s transform was researched,then an implicitrestart Isotropic Lanczos method was also presented aid its symmetry and skew-Hamiltonian proposition.Finally numerical results showed that this algorithm can efficiently solve the eigenvalue of complex Hermite matrix with high precision.