An indefinite variant of LOBPCG for definite matrix pencils

DOI10.1007/s11075-013-9754-3zbMath1297.65040OpenAlexW1971291073MaRDI QIDQ403080

Marija Miloloža Pandur, Daniel Kressner, MeiYue Shao

Publication date: 29 August 2014

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: http://infoscience.epfl.ch/record/201147

zbMATH Keywords

preconditioningnumerical experimentquadratic eigenvalue problemsdefinite matrix pencilgeneralized Hermitian eigenvalue problemslocally optimal block preconditioned conjugate gradient (LOBPCG) methodminimization principleproduct eigenvalue problems

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Matrix pencils (15A22) Preconditioners for iterative methods (65F08)

Related Items (14)

Convergence theory for preconditioned eigenvalue solvers in a nutshell ⋮ A Robust Numerical Algorithm for Computing Maxwell's Transmission Eigenvalue Problems ⋮ Structure preserving parallel algorithms for solving the Bethe-Salpeter eigenvalue problem ⋮ Convergence rates of individual Ritz values in block preconditioned gradient-type eigensolvers ⋮ Goal-Oriented Optimal Approximations of Bayesian Linear Inverse Problems ⋮ A Lanczos Method for Large-Scale Extreme Lorentz Eigenvalue Problems ⋮ Unnamed Item ⋮ Restarted Q-Arnoldi-type methods exploiting symmetry in quadratic eigenvalue problems ⋮ Backward perturbation analysis and residual-based error bounds for the linear response eigenvalue problem ⋮ Preconditioned gradient iterations for the eigenproblem of definite matrix pairs ⋮ Fast Eigenpairs Computation with Operator Adapted Wavelets and Hierarchical Subspace Correction ⋮ Cholesky-Like Factorization of Symmetric Indefinite Matrices and Orthogonalization with Respect to Bilinear Forms ⋮ Efficient block preconditioned eigensolvers for linear response time-dependent density functional theory ⋮ Computing Symplectic Eigenpairs of Symmetric Positive-Definite Matrices via Trace Minimization and Riemannian Optimization

Uses Software

• HSL
• NLEVP
• lobpcg.m

Cites Work

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