and some unitary matrix Q, then a similar Krylov-relation would be
AVQ = VHQ + hveₖ'Q
If you update B ← [Q 0; 0 1]'BQ and V ← VQ
AV = [V v]B
But B is no longer Hessenberg. Fortunately it's easy to restore via householder reflections like this:
xxxx **** **** ***x **** **xx ****
xxxx **** **** ***x **** **xx ****
xxxx -> **** -> **** -> ***x -> **** -> *xx -> xxx
xxxx **** **** *x xx xx xx
xxxx * x x x x x
B B←BW₁ B←W₁B B←BW₂ B←W₂B B←BW₃ B←W₃B
The proces above is just B ← [W 0; 0 1]'BW repeatedly. And then in fact the unitary matrix Z = QW₁⋯Wₙ would result in another Arnoldi relation with V←VZ and B←[Z 0; 0 1]'BZ.
Now the interesting bit is that we can pick Q as the Schur matrix in HQ = QR where R is upper triangular. We can freely reorder the diagonal blocks of R s.t. the Ritz values we don't want appear bottom right. Now we can just drop the last columns of the new R and only then restore Hessenberg form.
This seems a lot easier than the convoluted purging strategies etc etc. Worth a shot.
Suppose that we have an Arnoldi relation
and some unitary matrix Q, then a similar Krylov-relation would be
If you update
B ← [Q 0; 0 1]'BQ
andV ← VQ
But B is no longer Hessenberg. Fortunately it's easy to restore via householder reflections like this:
The proces above is just
B ← [W 0; 0 1]'BW
repeatedly. And then in fact the unitary matrixZ = QW₁⋯Wₙ
would result in another Arnoldi relation withV←VZ
andB←[Z 0; 0 1]'BZ
.Now the interesting bit is that we can pick
Q
as the Schur matrix inHQ = QR
where R is upper triangular. We can freely reorder the diagonal blocks ofR
s.t. the Ritz values we don't want appear bottom right. Now we can just drop the last columns of the newR
and only then restore Hessenberg form.This seems a lot easier than the convoluted purging strategies etc etc. Worth a shot.