Abstract
The present paper deals with the problem of computing a few of the eigenvalues with largest (or smallest) real parts, of a large sparse nonsymmetric matrix. We present a general acceleration technique based on Chebyshev polynomials and discuss its practical application to Arnoldi’s method and the subspace iteration method. The resulting algorithms are compared with the classical ones in a few experiments which exhibit a sharp superiority of the Arnoldi-Chebyshev approach.

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