A robust randomized indicator method for accurate symmetric eigenvalue detection

DOI10.1007/S10915-024-02599-XMaRDI QIDQ6592271zbMATH OpenFDO

Authors Z. Y. Chen, Ji-guang Sun, Jianlin Xia

Publication date 24 August 2024

Published in Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10915-024-02599-X

zbMATH Keywords

eigenvalue indicatorfailure probabilityrandomized estimatorshifted linear systemsstatistical analysissymmetric matrices

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Iterative numerical methods for linear systems (65F10) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical computation of matrix norms, conditioning, scaling (65F35)

Recommendations

• A new random perturbation interval of symmetric eigenvalue problem
• Improved random perturbation intervals of symmetric eigenvalue problem
• scientific article; zbMATH DE number 1803258
• A fast randomized eigensolver with structured LDL factorization update
• Randomized block Krylov methods for approximating extreme eigenvalues

Cites work

• A fast contour-integral eigensolver for non-Hermitian matrices
• A fast randomized algorithm for the approximation of matrices
• A fast randomized eigensolver with structured LDL factorization update
• A projection method for generalized eigenvalue problems using numerical integration.
• A thick-restart Lanczos algorithm with polynomial filtering for Hermitian eigenvalue problems
• Adaptive estimation of a quadratic functional by model selection.
• An Approximation to the Probability Integral
• Computing eigenvalues of real symmetric matrices with rational filters in real arithmetic
• Computing partial spectra with least-squares rational filters
• Designing rational filter functions for solving eigenvalue problems by contour integration
• Efficient structured multifrontal factorization for general large sparse matrices
• Estimating Extremal Eigenvalues and Condition Numbers of Matrices
• Fast and accurate randomized algorithms for linear systems and eigenvalue problems
• Fast Randomized Non-Hermitian Eigensolvers Based on Rational Filtering and Matrix Partitioning
• FEAST as a subspace iteration eigensolver accelerated by approximate spectral projection
• Finding structure with randomness: probabilistic algorithms for constructing approximate matrix decompositions
• scientific article; zbMATH DE number 1049353 (Why is no real title available?)
• scientific article; zbMATH DE number 1953444 (Why is no real title available?)
• Hutch++: Optimal Stochastic Trace Estimation
• Krylov subspace recycling for sequences of shifted linear systems
• Norm and trace estimation with random rank-one vectors
• Numerical methods for large eigenvalue problems
• Randomized algorithms for estimating the trace of an implicit symmetric positive semi-definite matrix
• Randomized block Krylov methods for approximating extreme eigenvalues
• Randomized matrix-free trace and log-determinant estimators
• Randomized numerical linear algebra: Foundations and algorithms
• Recursive integral method for transmission eigenvalues
• Recursive integral method with Cayley transformation.
• Restarted GMRES for Shifted Linear Systems
• Small-Sample Statistical Condition Estimates for General Matrix Functions
• Small-Sample Statistical Estimates for Matrix Norms
• Some Elementary Inequalities Relating to the Gamma and Incomplete Gamma Function
• SuperDC: superfast divide-and-conquer eigenvalue decomposition with improved stability for rank-structured matrices
• The exponentially convergent trapezoidal rule
• Zolotarev quadrature rules and load balancing for the FEAST eigensolver

This page was built for publication: A robust randomized indicator method for accurate symmetric eigenvalue detection

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6592271)