A review of some contemporary Trends in the numerical solution of large nonsymmetric eigenvalue problems

Research Report MRR96-025

A review of some contemporary Trends in the numerical solution of large nonsymmetric eigenvalue problems

David L. Harrar II and Michael R. Osborne

Abstract: The purpose of this report is to provide a brief review and survey of some of the more contemporary methods used in the numerical solution of large nonsymmetric eigenvalue problems. In particular, we focus on variants of Arnoldi and Davidson methods and on some of the very recently developed Jacobi-Davidson methods. We also briefly consider the multi-shift QR iteration.

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