Abstract: This article is devoted to the numerical solution of
large-scale quadratic eigenvalue problems. Such problems arise in
a wide variety of applications, such as the dynamic analysis of
structural mechanical systems, acoustic systems, fluid mechanics,
and signal processing. We first introduce a generalized second-order
Krylov subspace based on a pair of square matrices and two initial
vectors and present a generalized second-order Arnoldi process for
constructing an orthonormal basis of the generalized second-order
Krylov subspace. Then, by using the projection technique and the
refined projection technique, we propose a restarted generalized
second-order Arnoldi method and a restarted refined generalized
second-order Arnoldi method for computing some eigenpairs of largescale
quadratic eigenvalue problems. Some theoretical results are also
presented. Some numerical examples are presented to illustrate the
effectiveness of the proposed methods.
Abstract: Restarted GMRES methods augmented with approximate eigenvectors are widely used for solving large sparse linear systems. Recently a new scheme of augmenting with error approximations is proposed. The main aim of this paper is to develop a restarted GMRES method augmented with the combination of harmonic Ritz vectors and error approximations. We demonstrate that the resulted combination method can gain the advantages of two approaches: (i) effectively deflate the small eigenvalues in magnitude that may hamper the convergence of the method and (ii) partially recover the global optimality lost due to restarting. The effectiveness and efficiency of the new method are demonstrated through various numerical examples.