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Multi-grid eigenvalue computation. (English) Zbl 0585.65030
Advances in multi-grid methods, Proc. Conf., Oberwolfach/Ger. 1984, Notes Numer. Fluid Mech. 11, 24-32 (1985).
Summary: [For the entire collection see Zbl 0574.00006.]
A multi-grid iteration is described, which approximates simultaneously k eigenvalues and the associated vectors. The matrix may be unsymmetric or even not diagonalisable. The algorithm is based on a Newton iteration converging to a \(k\times k\) submatrix of the Schur normal form.

MSC:
65F15 Numerical computation of eigenvalues and eigenvectors of matrices