Iterative eigenvalue algorithms based on convergent splittings
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Cites work
- scientific article; zbMATH DE number 3464747 (Why is no real title available?)
- scientific article; zbMATH DE number 3551784 (Why is no real title available?)
- scientific article; zbMATH DE number 3451400 (Why is no real title available?)
- scientific article; zbMATH DE number 3325215 (Why is no real title available?)
- Computational Variants of the Lanczos Method for the Eigenproblem
- The Direct Solution of the Discrete Poisson Equation on a Rectangle
- The eigenvalue problem \((A-\lambda B)x = 0\) for symmetric matrices of high order
- The method of conjugate gradients used in inverse iteration
- Use of Fast Direct Methods for the Efficient Numerical Solution of Nonseparable Elliptic Equations
- 𝑆𝑂𝑅-methods for the eigenvalue problem with large sparse matrices
Cited in
(10)- An improved iterative optimization technique for the leftmost eigenpairs of large symmetric matrices
- Numerical methods and questions in the organization of calculus. XII. Transl. from the Russian
- Preconditioning eigenvalues and some comparison of solvers
- A new splitting to solve a large Hermitian eigenproblem
- A subspace preconditioning algorithm for eigenvector/eigenvalue computation
- Relaxation techniques in the iterative '2\(\times 2'\) algorithm
- Preconditioned iterative methods for the large sparse symmetric eigenvalue problem
- On preconditionad iterative methods for solving (A-lambdaB)x=0
- Super-matrix methods
- Methods and algorithms of solving spectral problems for polynomial and rational matrices
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