A minimization method for the solution of large symmetriric eigenproblems
From MaRDI portal
Recommendations
- scientific article; zbMATH DE number 125015
- The sequence of mini-max subproblems procedures for the solution of symmetric eigenvalue problems
- Computation of minimum eigenvalue through minimization of rayleigh's quotient for large sparse matrices using vector computer:
- Partial solution of large symmetric generalized eigenvalue problems by nonlinear optimization of a modified Rayleigh quotient
Cites work
- A gradient method for the matrix eigenvalue problem Ax = Bx
- Computation of minimum eigenvalue through minimization of rayleigh's quotient for large sparse matrices using vector computer:
- Conjugate gradient methods for the Rayleigh quotient minimization of generalized eigenvalue problems
- Error Analysis and Implementation Aspects of Deferred Correction for Equality Constrained Least Squares Problems
- scientific article; zbMATH DE number 3854346 (Why is no real title available?)
- scientific article; zbMATH DE number 3912096 (Why is no real title available?)
- scientific article; zbMATH DE number 883145 (Why is no real title available?)
- Hyperbolic Pairs in the Method of Conjugate Gradients
- Inverse Iteration, Ill-Conditioned Equations and Newton’s Method
- LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
- New iterative methods for solution of the eigenproblem
- On the Method of Weighting for Equality-Constrained Least-Squares Problems
- On the scaled Newton method for the symmetric eigenvalue problem
- Polynomial preconditioning on vector computers
- Solution of Sparse Indefinite Systems of Linear Equations
- The arithmetic mean preconditioner for multivector computers
- The method of conjugate gradients used in inverse iteration
Cited in
(22)- On the optimal solution of large eigenpair problems
- An orthogonal accelerated deflation technique for large symmetric eigenproblems
- The two-phase method for finding a great number of eigenpairs of the symmetric or weakly non-symmetric large eigenvalue problems
- The trace minimization method for the symmetric generalized eigenvalue problem
- A new splitting to solve a large Hermitian eigenproblem
- Rayleigh quotient minimization method for symmetric eigenvalue problems
- Convergence theory for the exact interpolation scheme with approximation vector as the first column of the prolongator and Rayleigh quotient iteration nonlinear smoother.
- Inner solvers for interior point methods for large scale nonlinear programming
- A sequential subspace projection method for linear symmetric eigenvalue problem
- scientific article; zbMATH DE number 4129881 (Why is no real title available?)
- Computation of minimum eigenvalue through minimization of rayleigh's quotient for large sparse matrices using vector computer:
- The sequence of mini-max subproblems procedures for the solution of symmetric eigenvalue problems
- scientific article; zbMATH DE number 4090688 (Why is no real title available?)
- scientific article; zbMATH DE number 26912 (Why is no real title available?)
- scientific article; zbMATH DE number 125015 (Why is no real title available?)
- MINRES and MINERR Are Better than SYMMLQ in Eigenpair Computations
- Quasi-minimal residual eigenpairs
- scientific article; zbMATH DE number 1931097 (Why is no real title available?)
- On direct elimination methods for solving the equality constrained least squares problem
- Calculating the minimal/maximal eigenvalue of symmetric parameterized matrices using projection
- A Filtered-Davidson Method for Large Symmetric Eigenvalue Problems
- On the scaled Newton method for the symmetric eigenvalue problem
This page was built for publication: A minimization method for the solution of large symmetriric eigenproblems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4256053)
