nekStab / LightKrylov

Lightweight implementation of Krylov subspace techniques in Fortran.
BSD 3-Clause "New" or "Revised" License
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Nonsymmetric Lanczos iteration can be very sensitive for highly non-normal matrices. #33

Closed loiseaujc closed 8 months ago

loiseaujc commented 11 months ago

Joint computation of the left and right eigenvectors using the nonsymmetric_lanczos_tridiagonalization works but can rapidly run into floating point accuracy problems. This mainly comes from the necessity of satisfying the bi-orthogonality condition. Possibly remedy is actually the two-sided Arnoldi decomposition, see here.