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#### Locking .

The first instance to discuss is the locking of a single converged Ritz value. Assume that

with , where . Here, it is understood that is a specified relative accuracy tolerance between and .

If is wanted" then it is desirable to lock . However, in order to accomplish this it will be necessary to arrange a transformation of the current Arnoldi factorization to one with a small subdiagonal to isolate . This may be accomplished by constructing a orthogonal matrix using Algorithm 7.8:

with .

Now, when we apply , we obtain

Unfortunately, is not upper Hessenberg. Further work will have to be done to bring it to Hessenberg form. This must be done without disturbing the form of the residual term . We need to construct an orthogonal such that is upper Hessenberg and . This can be done with Householder transformations or with a variant of the transformations defined in Algorithm 7.8 working from the last row upwards. The following MATLAB code segment shows a slightly inefficient way to obtain such a .
       rev = [k-1:-1:1];
C = H_2';
[U,H_2] = hess(C(rev,rev));
U = U(rev,rev);
H_2 = H_2(rev,rev)';

Once is constructed, replace with , and the end result of these transformations will be Av_1 &=& v_1 + f , where v_1^* f = 0,
A V_2 &=& [v_1, V_2] [ c h^*,
H_2
] + f e_k-1^* , where and is upper Hessenberg. After this, all subsequent implicit restarting takes place as if

All the subsequent orthogonal transformations associated with implicit restarting are applied to and while never disturbing the relation . In subsequent Arnoldi steps, participates in the orthogonalization so that the selective orthogonalization recommended by Parlett and Scott [363,353] is accomplished automatically.

Next: Purging . Up: Orthogonal Deflating Transformation Previous: Locking or Purging a   Contents   Index
Susan Blackford 2000-11-20