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May 2, 2024 at 20:52 comment added rchilton1980 You might look into LOBPCG, I have had better luck with it than Lanczos/Arnoldi methods when it comes to finding small eigenpairs / inverse iteration. I would imagine it's not too hard to incorporate some shifting.
Apr 14, 2024 at 3:37 comment added Wolfgang Bangerth ARPACK is an eigenvalue solver that does not require anything other than the action of a matrix. SLEPc can also handle matrices that are only provided via their action.
Apr 13, 2024 at 21:07 comment added Diplodokus lightxbulb and @Laurent90 thank you for your comments, I'll try to apply the algorithms you suggested. Concerning the eigenvalues, all I can say (at least I think so....) is that 1 is the largest eigenvalue (Perron-Frobenius). Using $\mu=1$ would cause divergence. My concern is that using $\mu<1$ could cause the iteration to converge to another close eigenvalue/vector. Is this a valid concern? Moreover, I read that solving $(A-I)x=0$ could be difficult because methods tend to find the trivial solution $x=0$ (mathoverflow.net/questions/410566/…)
Apr 13, 2024 at 19:47 comment added Laurent90 Maybe try solving $(A-I)x=0$ with a sparse direct solver (e.g MUMPS) or an iterative solver (e.g. GMRES). Maybe you will not need a preconditionner if the eigenvalues are all clustered, which might be the case here ?
Apr 12, 2024 at 18:01 comment added lightxbulb For the inversion just solve problems of the form $(A-\mu I) y_{k+1} = y_k$ with some iterative solver. You can use some preconditioner for the iterative solver yes. You can also look into Arnoldi ir Lanczos iterations for the estimation of eigenvalues.
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S Apr 12, 2024 at 16:25 history asked Diplodokus CC BY-SA 4.0