Addendum to ``A Krylov--Schur Algorithm for Large Eigenproblems"
Addendum to ``A Krylov--Schur Algorithm for Large Eigenproblems"
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2002-01-31
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In this addendum to an earlier paper by the author, it is shown how to compute a Krylov decomposition corresponding to an arbitrary Rayleigh-Quotient. This decomposition can be used to restart an Arnoldi process, with a selection of the Ritz vectors corresponding to the Rayleigh quotient. (Also UMIACS-TR-2001-90)