nekStab / LightKrylov

Lightweight implementation of Krylov subspace techniques in Fortran.
BSD 3-Clause "New" or "Revised" License
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Two sided eigs #34

Closed loiseaujc closed 8 months ago

loiseaujc commented 11 months ago

Added the possibility to simultaneously compute the left and right eigenvectors using the nonsymmetric_lanczos_iteration. Note that, for production cases it shouldn't probably be used as it may be very sensitive to floating point round off errors resulting from the necessity of maintaining the bi-orthogonality between the left and right Krylov basis. A better approach would be to implement the two-sided Arnoldi decomposition (see #33).