A truncated-CG style method for symmetric generalized eigenvalue problems

DOI10.1016/J.CAM.2005.10.006zbMath1090.65042OpenAlexW2009964554MaRDI QIDQ818183

C. G. Baker, Pierre-Antoine Absil, Kyle A. Gallivan

Publication date: 24 March 2006

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2005.10.006

zbMATH Keywords

global convergenceRayleigh quotientgeneralized eigenvalue problemtrust-region algorithmsuperlinear convergenceextreme eigenvaluesleftmost eigenpairtruncated conjugate gradient methodrightmost eigenpair

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Related Items (15)

Riemannian Trust-Region Method for the Maximal Correlation Problem ⋮ A Rayleigh-Ritz style method for large-scale discriminant analysis ⋮ A Riemannian optimization approach for solving the generalized eigenvalue problem for nonsquare matrix pencils ⋮ Newton-KKT interior-point methods for indefinite quadratic programming ⋮ On optimizing the sum of the Rayleigh quotient and the generalized Rayleigh quotient on the unit sphere ⋮ Goal-Oriented Optimal Approximations of Bayesian Linear Inverse Problems ⋮ A trust-region method for \(H_2\) model reduction of bilinear systems on the Stiefel manifold ⋮ GPU-Accelerated LOBPCG Method with Inexact Null-Space Filtering for Solving Generalized Eigenvalue Problems in Computational Electromagnetics Analysis with Higher-Order FEM ⋮ A Riemannian subspace limited-memory SR1 trust region method ⋮ A generalized eigenvalues classifier with embedded feature selection ⋮ A Geometric Nonlinear Conjugate Gradient Method for Stochastic Inverse Eigenvalue Problems ⋮ Newton's method for the parameterized generalized eigenvalue problem with nonsquare matrix pencils ⋮ A Riemannian Fletcher--Reeves Conjugate Gradient Method for Doubly Stochastic Inverse Eigenvalue Problems ⋮ An unconstrained global optimization framework for real symmetric eigenvalue problems ⋮ Computing Symplectic Eigenpairs of Symmetric Positive-Definite Matrices via Trace Minimization and Riemannian Optimization

Uses Software

• EIGIFP
• JDQR
• JDQZ
• JDCG

Cites Work

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