Date Available


Year of Publication


Degree Name

Doctor of Philosophy (PhD)

Document Type



Arts and Sciences



First Advisor

Dr. Qiang Ye


In this dissertation, we study iterative methods for computing eigenvalues and exponentials of large matrices. These types of computational problems arise in a large number of applications, including mathematical models in economics, physical and biological processes. Although numerical methods for computing eigenvalues and matrix exponentials have been well studied in the literature, there is a lack of analysis in inexact iterative methods for eigenvalue computation and certain variants of the Krylov subspace methods for approximating the matrix exponentials. In this work, we proposed an inexact inverse subspace iteration method that generalizes the inexact inverse iteration for computing multiple and clustered eigenvalues of a generalized eigenvalue problem. Compared with other methods, the inexact inverse subspace iteration method is generally more robust. Convergence analysis showed that the linear convergence rate of the exact case is preserved. The second part of the work is to present an inverse Lanczos method to approximate the product of a matrix exponential and a vector. This is proposed to allow use of larger time step in a time-propagation scheme for solving linear initial value problems. Error analysis is given for the inverse Lanczos method, the standard Lanczos method as well as the shift-and-invert Lanczos method. The analysis demonstrates different behaviors of these variants and helps in choosing which variant to use in practice.

Included in

Mathematics Commons



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