arnoldi.m

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Arnoldi procedure for the creation of an orthonormal Krylov basis from repeated action by an operator on a vector. The procedure is numerically unstable and must be used with caution.

Syntax

    [V,H]=arnoldi(Op,v0,niter)

Arguments

   Op     - function handle taking in a column vector 
            and returning another column vector

   v0     - starting vector of the Arnoldi process

   nsteps - number of iterations to take; the Krylov
            subspace will be nsteps+1 dimensional

Outputs

   V - a matrix containing the orthonormal basis vec-
       tors of the Krylov subspace in columns

   H - extended Hessenberg matrix

See also

Numerical infrastructure


Version 2.7, authors: Ilya Kuprov