Estimating the Largest Eigenvalue by the Power and Lanczos Algorithms with a Random Start

From MaRDI portal
Revision as of 02:05, 6 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:4021609

DOI10.1137/0613066zbMath0759.65016OpenAlexW2040466831MaRDI QIDQ4021609

No author found.

Publication date: 16 January 1993

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0613066




Related Items (75)

Randomized numerical linear algebra: Foundations and algorithmsApproximate inversion of discrete Fourier integral operatorsA distributed Frank-Wolfe framework for learning low-rank matrices with the trace normProbabilistic Bounds for the Matrix Condition Number with Extended Lanczos BidiagonalizationSublinear time algorithms for approximate semidefinite programmingA linear-time algorithm for trust region problemsConvex Relaxations for Permutation ProblemsHierarchical Interpolative Factorization for Elliptic Operators: Differential EquationsLanczos, Householder transformations, and implicit deflation for fast and reliable dominant singular subspace computationPerspectives on information-based complexityRandomization and the parallel solution of linear algebra problemsSpectrum Approximation Beyond Fast Matrix Multiplication: Algorithms and HardnessAccelerated Methods for NonConvex OptimizationOn norm compression inequalities for partitioned block tensorsComputing the field of values and pseudospectra using the Lanczos method with continuationOn the randomized error of polynomial methods for eigenvector and eigenvalue estimatesA Second-Order Cone Based Approach for Solving the Trust-Region Subproblem and Its VariantsCubic regularization methods with second-order complexity guarantee based on a new subproblem reformulationWorst-Case Complexity of TRACE with Inexact Subproblem Solutions for Nonconvex Smooth OptimizationA linear-time algorithm for the trust region subproblem based on hidden convexityA Newton-CG Based Barrier Method for Finding a Second-Order Stationary Point of Nonconvex Conic Optimization with Complexity GuaranteesImplicit Regularity and Linear Convergence Rates for the Generalized Trust-Region SubproblemA Newton-CG Based Augmented Lagrangian Method for Finding a Second-Order Stationary Point of Nonconvex Equality Constrained Optimization with Complexity GuaranteesImproved estimation of relaxation time in nonreversible Markov chainsA note on probably certifiably correct algorithmsThe Computation of Low Multilinear Rank Approximations of Tensors via Power Scheme and Random ProjectionRandomized Nyström PreconditioningFirst-order methods for convex optimizationPCA SparsifiedFirst-Order Methods for Nonconvex Quadratic MinimizationSpectral norm of a symmetric tensor and its computationNewton-type methods for non-convex optimization under inexact Hessian informationStructural Convergence Results for Approximation of Dominant Subspaces from Block Krylov SpacesProbabilistic upper bounds for the matrix two-normEvaluation of spectral zeta-functions with the renormalization groupHierarchical interpolative factorization preconditioner for parabolic equationsGlobally maximizing the sum of squares of quadratic forms over the unit sphereSpectrally-truncated kernel ridge regression and its free lunchNorm and Trace Estimation with Random Rank-one VectorsComplexity Analysis of Second-Order Line-Search Algorithms for Smooth Nonconvex OptimizationRandomized algorithms for the low-rank approximation of matricesMemory-Efficient Structured Convex Optimization via Extreme Point SamplingUniform Error Estimates for the Lanczos MethodNear-optimal stochastic approximation for online principal component estimationA fast randomized algorithm for the approximation of matricesA linear-time algorithm for minimizing the ratio of quadratic functions with a quadratic constraintAn Optimal-Storage Approach to Semidefinite Programming Using Approximate ComplementarityThe Monte Carlo Algorithm with a Pseudorandom GeneratorStatistical Condition Estimation for Linear SystemsA Recursive Skeletonization Factorization Based on Strong AdmissibilityBounding the spectrum of large Hermitian matricesSmallest eigenvalue of large Hankel matrices at critical point: comparing conjecture with parallelised computationSparse Approximate Solutions to Semidefinite ProgramsAn accelerated first-order method with complexity analysis for solving cubic regularization subproblemsA Newton-CG algorithm with complexity guarantees for smooth unconstrained optimizationHierarchical Interpolative Factorization for Elliptic Operators: Integral EquationsConditional Gradient Sliding for Convex OptimizationCombining stochastic adaptive cubic regularization with negative curvature for nonconvex optimizationA Deterministic Algorithm for the Frieze-Kannan Regularity LemmaComplexity of linear minimization and projection on some setsFast quantum subroutines for the simplex methodA Linear-Time Algorithm for Globally Maximizing the Sum of a Generalized Rayleigh Quotient and a Quadratic Form on the Unit SphereRandomized block Krylov methods for approximating extreme eigenvaluesGradient Descent Finds the Cubic-Regularized Nonconvex Newton StepGeneralized Conditional Gradient for Sparse EstimationSubsampling Algorithms for Semidefinite ProgrammingScalable Semidefinite ProgrammingConvergence rate of block-coordinate maximization Burer-Monteiro method for solving large SDPsTrust-Region Newton-CG with Strong Second-Order Complexity Guarantees for Nonconvex OptimizationA Linear-Time Algorithm for Generalized Trust Region SubproblemsSubspace Iteration Randomization and Singular Value ProblemsOptimal information dissemination strategy to promote preventive behaviors in multilayer epidemic networksError Bounds for Lanczos-Based Matrix Function ApproximationSymbolic and numeric methods for exploiting structure in constructing resultant matricesThe generalized trust region subproblem: solution complexity and convex hull results


Uses Software






This page was built for publication: Estimating the Largest Eigenvalue by the Power and Lanczos Algorithms with a Random Start