Structure Preserving Restarts of the Non-Symmetric Lanczos Algorithm via the Implicitly shifted LR algorithm
Abstract
The implicitly shifted QR iteration is used as a restart procedure for the Arnoldi method for the calculation of a few dominant eigenvalues of a large matrix. We show that the underlying idea of implicit polynomial filtering can be utilized in much the same manner via the implicitly shifted LR iteration to create a restart procedure for the non-symmetric Lanczos algorithm for eigenvalue computations, which preserves the tri-diagonal structure of the reduced matrix.
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