20.05.2014 Views

link to my thesis

link to my thesis

link to my thesis

SHOW MORE
SHOW LESS

Create successful ePaper yourself

Turn your PDF publications into a flip-book with our unique Google optimized e-Paper software.

6.4. PROJECTION TO STETTER-STRUCTURE 99<br />

(i) If the norm of the residual r j is smaller than a specified <strong>to</strong>lerance threshold then<br />

the output of the eigenvalue solver is {u j ,θ j } and θ j is approximately the global<br />

minimum of the polynomial of interest.<br />

(ii) If the norm of the residual r is larger than or equal <strong>to</strong> the <strong>to</strong>lerance and<br />

max(Im(u j )) < 1 × 10 −5 then the absolute values of u j are projected <strong>to</strong> the Stetter<br />

structure as described in the previous section yielding the vec<strong>to</strong>r û j . The corresponding<br />

eigenvalue ˆθ j is computed using the Rayleigh quotient as in Equation (6.3).<br />

Finally, this new eigenvalue/eigenvec<strong>to</strong>r pair is accepted as a next improved pair if<br />

the norm of the residual decreases or is discarded otherwise:<br />

⎧<br />

⎪⎨ (û j , ˆθ j ) if ∣ ∣ Aû j − ˆθ j û ∣ j ∣ 2<br />

(u j+1 ,θ j+1 2

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!