Computational Variants of the Lanczos Method for the Eigenproblem
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(72)- A survey of Lanczos procedures for very large real 'symmetric' eigenvalue problems
- Analysis of the symmetric Lanczos algorithm with reorthogonalization methods
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- Transient probabilistic systems
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- Accelerated simultaneous iterations for large finite element eigenproblems
- The Lanczos phenomenon - An interpretation based upon conjugate gradient optimization
- The block conjugate gradient algorithm and related methods
- A new look at the Lanczos algorithm for solving symmetric systems of linear equations
- An accelerated subspace iteration method
- Computational methods of linear algebra
- Lanczos method of tridiagonalization, Jacobi matrices and physics
- Accuracy and effectiveness of the Lanczos algorithm for the symmetric eigenproblem
- Computing eigenvalues of very large symmetric matrices. An implementation of a Lanczos algorithm with no reorthogonalization
- Quadratically constrained least squares and quadratic problems
- Iterative eigenvalue algorithms based on convergent splittings
- Hierarchical clustering from principal coordinates: An efficient method for small to very large numbers of objects
- On the numerical solution of the eigenvalue problem of the Laplace operator by a capacitance matrix method
- A high-precision study of anharmonic-oscillator spectra
- Recursive tridiagonalization of infinite dimensional Hamiltonians
- Estimates in quadratic formulas
- A stable Stieltjes technique for computing orthogonal polynomials and Jacobi matrices associated with a class of singular measures
- A Davidson program for finding a few selected extreme eigenpairs of a large, sparse, real, symmetric matrix
- Determination of eigenstates via Lanczos-based forward substitution and filter- diagonalization
- Computational experience with sequential and parallel, preconditioned Jacobi--Davidson for large, sparse symmetric matrices
- A projection method for generalized eigenvalue problems using numerical integration.
- New methods for calculations of the lowest eigenvalues of the real symmetric generalized eigenvalue problem
- Lanczos algorithm and energy-weighted sum rules for linear response
- Fitting large-scale structured additive regression models using Krylov subspace methods
- On the computation of a very large number of eigenvalues for selfadjoint elliptic operators by means of multigrid methods
- Numerical comparison of iterative eigensolvers for large sparse symmetric positive definite matrices
- Numerical stability of GMRES
- Iterative methods for the computation of a few eigenvalues of a large symmetric matrix
- On computing Jacobi matrices associated with recurrent and Möbius iterated function systems
- Theoretical error bounds on the convergence of the Lanczos and block-Lanczos methods
- Frequency domain resilient consensus of multi-agent systems under IMP-based and non IMP-based attacks
- An augmented analysis of the perturbed two-sided Lanczos tridiagonalization process
- Fractal measures and polynomial sampling: I.F.S.-Gaussian integration
- Parallel preconditioned conjugate gradient optimization of the Rayleigh quotient for the solution of sparse eigenproblems
- A filter diagonalization for generalized eigenvalue problems based on the Sakurai-Sugiura projection method
- \textit{TimeEvolver}: a program for time evolution with improved error bound
- A thick-restart Lanczos algorithm with polynomial filtering for Hermitian eigenvalue problems
- Exact diagonalization of quantum-spin models
- Krylov subspace methods for the Dirac equation
- Modified Lanczos method for solving large sparse linear systems
- Optimal low-rank approximations of Bayesian linear inverse problems
- Computation of minimum eigenvalue through minimization of rayleigh's quotient for large sparse matrices using vector computer:
- An Incomplete Factorization Technique for Positive Definite Linear Systems
- Implementation Aspects of Band Lanczos Algorithms for Computation of Eigenvalues of Large Sparse Symmetric Matrices
- 𝑆𝑂𝑅-methods for the eigenvalue problem with large sparse matrices
- The Lanczos Algorithm with Selective Orthogonalization
- LEFTMOST EIGENVALUE OF REAL AND COMPLEX SPARSE MATRICES ON PARALLEL COMPUTER USING APPROXIMATE INVERSE PRECONDITIONING
- The numerical stability analysis of pipelined conjugate gradient methods: historical context and methodology
- TRPL+K: Thick-Restart Preconditioned Lanczos+K Method for Large Symmetric Eigenvalue Problems
- Eigenpairs of Wilkinson matrices
- Accuracy of the s-Step Lanczos Method for the Symmetric Eigenproblem in Finite Precision
- Goal-oriented optimal approximations of Bayesian linear inverse problems
- Analyzing the effect of local rounding error propagation on the maximal attainable accuracy of the pipelined conjugate gradient method
- A new approach for determining the time step when propagating with the Lanczos algorithm
- The Joint Bidiagonalization Method for Large GSVD Computations in Finite Precision
- Sparse matrices
- The Joint Bidiagonalization of a Matrix Pair with Inaccurate Inner Iterations
- Analyzing vector orthogonalization algorithms
- Random interval distillation for detection of change-points in Markov chain Bernoulli networks
- Randomized block-Krylov subspace methods for low-rank approximation of matrix functions
- The eigenvalue decomposition of normal matrices by the skew-symmetric part
- On orthogonal polynomials with perturbed recurrence relations
- Newton sum rules of zeros of semiclassical orthogonal polynomials
- An improved Lanczos algorithm for solving ill-conditioned linear equations
- The joint bidiagonalization process with partial reorthogonalization
- Abstract perturbed Krylov methods
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