关键词: 特征值, 特征向量, 过滤类Krylov子空间, 切比雪夫多项式, 非对称矩阵

Abstract: The filtered Krylov-like sequence method, which integrates the standard Krylov subspace method with the polynomial filtering technique, is efficient for computing several extreme eigenvalues of symmetric matrices. In this paper, we generalize this method to compute eigenvalues with largest real parts and corresponding eigenvectors of non-symmetric matrices. The filtered Krylov-like sequence method can be expected to show great superiority and robustness over the standard Krylov subspace methods. Numerical experiments are carried out to show competitiveness of the new method.

Key words: Eigenvalue, Eigenvector, Filtered Krylov-like subspace, Chebyshev polynomial , Non-symmetric matrix