Difference between revisions of "Arnoldi.m"
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''Version 2.7, authors: [[Ilya Kuprov]]'' | ''Version 2.7, authors: [[Ilya Kuprov]]'' | ||
Revision as of 14:54, 19 October 2022
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
Version 2.7, authors: Ilya Kuprov
