Sparse LU pivoting yields effective regularization matrices for shift-and-invert Arnoldi on singular pencils, often revealing normal rank and outperforming random regularization in sparsity and accuracy.
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The shift-and-invert Arnoldi method for singular matrix pencils
Sparse LU pivoting yields effective regularization matrices for shift-and-invert Arnoldi on singular pencils, often revealing normal rank and outperforming random regularization in sparsity and accuracy.