Date of Graduation
5-2011
Document Type
Dissertation
Degree Name
Doctor of Philosophy in Mathematics (PhD)
Degree Level
Graduate
Department
Mathematical Sciences
Advisor/Mentor
Mark Arnold
Committee Member
Yo'av Rieck
Second Committee Member
William Feldman
Keywords
Arnoldi, Continuation, Eigenvalue, Homotopy
Abstract
The eigenvalues and eigenvectors of a Hessenberg matrix, H, are computed with a combination of homotopy increments and the Arnoldi method. Given a set, Ω, of approximate eigenvalues of H, there exists a unique vector f = f(H,Ω) in Rn where λ(H-e1ft)=Ω. A diagonalization of the homotopy H(t)=H−(1−t)e1ft at $t=0$ provides a prediction of the eigenvalues of H(t) at later times. These predictions define a new Ω that defines a new homotopy. The correction for each eigenvalue has an O(t2) error estimate, enabling variable step size and efficient convergence tests. Computations are done primarily in real arithmetic, and bifurcations are avoided by restarting the homotopy with Arnoldi eigenvalues. Although the method is neither as elegant nor as robust as the QR algorithm, it is about twice as fast in the randomly generated examples considered and is highly parallelizable.
Citation
Hutchison, B. (2011). A Restarted Homotopy Method for the Nonsymmetric Eigenvalue Problem. Graduate Theses and Dissertations Retrieved from https://scholarworks.uark.edu/etd/74