A Power-like Method for Computing the Dominant Eigenpairs of Large Scale Real Skew-Symmetric Matrices

Autor:	Zheng, Qingqing
Rok vydání:	2024
Předmět:	Mathematics - Numerical Analysis 15A18 65F15 15A22
Druh dokumentu:	Working Paper
Popis:	The power method is a basic method for computing the dominant eigenpair of a matrix. In this paper, we propose a structure-preserving power-like method for computing the dominant conjugate pair of purely imaginary eigenvalues and the corresponding eigenvectors of a large skew-symmetric matrix S, which works on S and its transpose alternately and is performed in real arithmetic. We establish the rigorous and quantitative convergence of the proposed power-like method, and prove that the approximations to the dominant eigenvalues converge twice as fast as those to the associated eigenvectors. Moreover, we develop a deflation technique to compute several complex conjugate dominant eigenpairs of S. Numerical experiments show the effectiveness and efficiency of the new method. Comment: 20 pages,4 figures, 7 tables
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2409.05048 Zobrazit plný text záznamu View this record from Arxiv