A refined block conjugate gradient method for symmetric eigenvalue problems
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- Globally and Rapidly Convergent Algorithms for Symmetric Eigenproblems
- A robust and efficient implementation of LOBPCG
- Efficient solution of symmetric eigenvalue problems from families of coupled systems
- A modified Jacobi-conjugate preconditioned gradient method for symmetric eigenvalue problems
- Convergence analysis of vector extended locally optimal block preconditioned extended conjugate gradient method for computing extreme eigenvalues
- Residuals of refined projection methods for large matrix eigenproblems
- On flexible block Chebyshev-Davidson method for solving symmetric generalized eigenvalue problems
- A Chebyshev locally optimal block preconditioned conjugate gradient method for product and standard symmetric eigenvalue problems
- Basis selection in LOBPCG
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