Spektrální rozklad obecných matic s využitím Arnoldiho metody

Abstract

This bachelor thesis deals with the eigenvalue problem. The eigenvalues are frequently used in mathematics, physics and other technology fields. This thesis is specially focused on the Arnoldi method, which makes localization of eigenvalues easier. Arnoldi method does not compute eigenvalues, so knowledge of some method for computing eigenvalues is necessary. We will introduce selection of these methods. Further we will focus on the Implicitly Restarted Arnoldi method. This method is used in Matlab function eigs. We will also take look on numerical experiments in this thesis.