As is well known, solving matrix multiple eigenvalue problems is a very difficult topic. In this paper, Arnoldi type algorithms are proposed for large unsymmetric multiple eigenvalue problems when the matrix A involve...As is well known, solving matrix multiple eigenvalue problems is a very difficult topic. In this paper, Arnoldi type algorithms are proposed for large unsymmetric multiple eigenvalue problems when the matrix A involved is diagonalizable. The theoretical background is established, in which lower and upper error bounds for eigenvectors are new for both Arnoldi's method and a general perturbation problem, and furthermore these bounds are shown to be optimal and they generalize a classical perturbation bound due to W. Kahan in 1967 for A symmetric. The algorithms can adaptively determine the multiplicity of an eigenvalue and a basis of the associated eigenspace. Numerical experiments show reliability of the algorithms.展开更多
文摘As is well known, solving matrix multiple eigenvalue problems is a very difficult topic. In this paper, Arnoldi type algorithms are proposed for large unsymmetric multiple eigenvalue problems when the matrix A involved is diagonalizable. The theoretical background is established, in which lower and upper error bounds for eigenvectors are new for both Arnoldi's method and a general perturbation problem, and furthermore these bounds are shown to be optimal and they generalize a classical perturbation bound due to W. Kahan in 1967 for A symmetric. The algorithms can adaptively determine the multiplicity of an eigenvalue and a basis of the associated eigenspace. Numerical experiments show reliability of the algorithms.
