The Mathematical Institute, University of Oxford, Eprints Archive

Large-scale computation of pseudospectra using ARPACK and eigs

Wright, Thomas G. and Trefethen, Lloyd N. (2000) Large-scale computation of pseudospectra using ARPACK and eigs. Technical Report. Unspecified. (Submitted)

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Abstract

ARPACK and its MATLAB counterpart, eigs, are software packages that calculate some eigenvalues of a large non-symmetric matrix by Arnoldi iteration with implicit restarts. We show that at a small additional cost, which diminishes relatively as the matrix dimension increases, good estimates of pseudospectra in addition to eigenvalues can be obtained as a by-product. Thus in large-scale eigenvalue calculations it is feasible to obtain routinely not just eigenvalue approximations, but also information as to whether or not the eigenvalues are likely to be physically significant. Examples are presented for matrices with dimension up to 200,000.

Item Type:Technical Report (Technical Report)
Subjects:H - N > Numerical analysis
Research Groups:Numerical Analysis Group
ID Code:1270
Deposited By:Lotti Ekert
Deposited On:01 Jun 2011 09:21
Last Modified:01 Jun 2011 09:21

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