A Jacobi-Davidson type method for the product eigenvalue problem

DOI10.1016/j.cam.2006.11.020zbMath1139.65028OpenAlexW2093390619MaRDI QIDQ2475395

Michiel E. Hochstenbach

Publication date: 11 March 2008

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.2006.11.020

zbMATH Keywords

numerical experimentscyclic matrixsubspace methodlarge sparse matricesharmonic extractionrefined extractioncyclic eigenvalue problemJacobi-Davidson correctionproduct eigenvalue problem

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Related Items (2)

Computing Fundamental Matrix Decompositions Accurately via the Matrix Sign Function in Two Iterations: The Power of Zolotarev's Functions ⋮ Bifurcations in periodic integrodifference equations in \(C(\Omega)\): II. Discrete torus bifurcations

Uses Software

• mctoolbox
• benchmodred

Cites Work

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• Restarting techniques for the (Jacobi-)Davidson symmetric eigenvalue method
• Refined iterative algorithms based on Arnoldi's process for large unsymmetric eigenproblems
• A new algorithm for the SVD of a long product of matrices and the stability of products
• Exponential splittings of products of matrices and accurately computing singular values of long products
• A periodic Krylov-Schur algorithm for large matrix products
• Harmonic and refined extraction methods for the singular value problem, with applications in least squares problems
• Computing the SVD of a General Matrix Product/Quotient
• Matrix Algorithms
• A Jacobi--Davidson Type SVD Method
• Computing the Singular Value Decomposition of a Product of Two Matrices
• A General Matrix Eigenvalue Algorithm
• Accurate Computation of the Product-Induced Singular Value Decomposition with Applications
• Numerical solution of the discrete-time periodic Riccati equation
• Accuracy and Stability of Numerical Algorithms
• Almost block diagonal linear systems: sequential and parallel solution techniques, and applications
• A Jacobi–Davidson Iteration Method for Linear Eigenvalue Problems
• Product Eigenvalue Problems

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