A fast randomized eigensolver with structured LDL factorization update
From MaRDI portal
adaptive randomized samplingaggressive low-rank inertia evaluationbisection methodeigensolvereigenvaluehierarchically semiseparable approximationHSS matrixinertia/LDL update for varying shiftsLDL factorizationmatrix-free HSS constructionnumerical examplereal symmetric matrixsymmetric Toeplitz matrices
Recommendations
- Superfast divide-and-conquer method and perturbation analysis for structured eigenvalue solutions
- Computing all or some eigenvalues of symmetric \(\mathcal{H}_{\ell}\)-matrices
- A fast randomized algorithm for computing a hierarchically semiseparable representation of a matrix
- Computing the eigenvalues of symmetric \(\mathcal{H}^2\)-matrices by slicing the spectrum
- New fast divide-and-conquer algorithms for the symmetric tridiagonal eigenvalue problem.
Cited in
(18)- An \(O(N)\) algorithm for computing expectation of \(N\)-dimensional truncated multi-variate normal distribution. II: computing moments and sparse grid acceleration
- Interconnected hierarchical structures for fast direct elliptic solution
- Effective matrix-free preconditioning for the augmented immersed interface method
- Solution of the \(k\)-th eigenvalue problem in large-scale electronic structure calculations
- An algebraic multilevel preconditioner with low-rank corrections for sparse symmetric matrices
- Superfast divide-and-conquer method and perturbation analysis for structured eigenvalue solutions
- On the stability of some hierarchical rank structured matrix algorithms
- Parallel randomized and matrix-free direct solvers for large structured dense linear systems
- Computing all or some eigenvalues of symmetric \(\mathcal{H}_{\ell}\)-matrices
- Fast structured direct spectral methods for differential equations with variable coefficients. I. The one-dimensional case
- A fast contour-integral eigensolver for non-Hermitian matrices
- SuperDC: superfast divide-and-conquer eigenvalue decomposition with improved stability for rank-structured matrices
- Robust and Effective eSIF Preconditioning for General Dense SPD Matrices
- Robust and accurate stopping criteria for adaptive randomized sampling in matrix-free hierarchically semiseparable construction
- Hierarchical off-diagonal low-rank approximation of Hessians in inverse problems, with application to ice sheet model initialization
- A robust randomized indicator method for accurate symmetric eigenvalue detection
- Multi-layer hierarchical structures
- Structured FISTA for l₁-regularized optimization model in image restoration
This page was built for publication: A fast randomized eigensolver with structured LDL factorization update
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2936582)
