Stable and Reliable Computation of Eigenvectors of Large Profile Matrices

Ruess, M. (2006) Stable and Reliable Computation of Eigenvectors of Large Profile Matrices. In: 11th International Conference on Computing in Civil and Building Engineering (ICCCBE XI), Montreal, Canada, 14-16 June 2006, pp. 848-857.

Abstract

Independent eigenvector computation for a given set of eigenvalues of typical engineering eigenvalue problems still is a big challenge for established subspace solution methods. The inverse vector iteration as the standard solution method often is not capable of reliably computing the eigenvectors of a cluster of bad separated eigenvalues. The following contribution presents a stable and reliable solution method for independent and selective eigenvector computation of large symmetric profile matrices. The method is an extension of the well-known and well-understood QR-method for full matrices thus having all its good numerical properties. The effects of finite arithmetic precision of computer representations of eigenvalue/eigenvector solution methods are analysed and it is shown that the numerical behavior of the new method is superior to subspace solution methods.

• Item Type: Conference Proceedings
• Status: Published
• Refereed: Yes
• Glasgow Author(s) Enlighten ID: Ruess, Dr Martin
• Authors: Ruess, M.
• College/School: College of Science and Engineering > School of Engineering > Infrastructure and Environment
• Copyright Holders: Copyright © 2006 The Author
• Publisher Policy: Reproduced with the permission of the author.