File:Arnoldi Iteration.gif

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Arnoldi_Iteration.gif(443 × 564 pixels, file size: 2.9 MB, MIME type: image/gif, looped, 400 frames, 20 s)

Summary

Description
English: Arnoldi iteration demonstrating convergence of Ritz values (red) to the eigenvalues (black) of a 400x400 matrix, composed of uniform random values on the domain [-0.5 +0.5]. The small circle near the origin represents the arithmetic mean of the eigenvalues. The large circle is centered at this point and has a radius equivalent to the largest Euclidean distance, in the complex-plane, to an eigenvalue. Note that at each step of the Arnoldi iteration an additional Ritz value is added and the Ritz values (eigenvalues of the Hessenberg matrix computed at each Arnoldi iteration) converge to the extreme (outermost) eigenvalues first.
Date
Source Own work
Author Greg Vernon

Inspired by problem 34.3(b) of the textbook "Numerical Linear Algebra" by Trefethen and Bau (ISBN: 978-0-898713-61-9)

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Captions

Arnoldi iteration demonstrating convergence of Ritz values (red) to the eigenvalues (black) of a 400x400 matrix, composed of uniform random values on the domain [-0.5 +0.5]

22 November 2020

image/gif

08f61380e73a1f6a97261a5f728263464cdcfca9

3,041,859 byte

20.00000000000015 second

564 pixel

443 pixel

File history

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Date/TimeThumbnailDimensionsUserComment
current21:10, 28 February 2021Thumbnail for version as of 21:10, 28 February 2021443 × 564 (2.9 MB)Bürgerentscheidcropped and resized to fit 100 MP limit
08:32, 22 November 2020Thumbnail for version as of 08:32, 22 November 2020960 × 1,008 (6.44 MB)Coreform GregFixed premature clipping of gif
07:58, 22 November 2020Thumbnail for version as of 07:58, 22 November 2020800 × 839 (485 KB)Coreform GregUploaded own work with UploadWizard
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