MatrixMarket
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(only showing first 100 items - show all)- A two-directional Arnoldi process and its application to parametric model order reduction
- Constrained graph layout by stress majorization and gradient projection
- A new method for computing Moore-Penrose inverse matrices
- On correction equations and domain decomposition for computing invariant subspaces
- Modified incomplete orthogonal factorization methods using Givens rotations
- A compile/Run-time environment for the automatic transformation of linked list data structures
- Deflation in Krylov subspace methods and distance to uncontrollability
- A toolkit for efficient numerical applications in Java
- CsegGraph
- Komega
- PELLPACK
- PYTHIA
- TeraPCA
- Matrix Depot
- anymatrix
- NAXPERT
- Multimedia representation of matrix computations and data
- P-SPARSLIB
- SciNapse
- CartaBlanca
- TechTalk
- SoftLab
- The behavior of symmetric Krylov subspace methods for solving \(Mx=(M-\gamma I)v\).
- AQUARELS
- CMRH
- CTADEL
- GEMM
- A practical algorithm for making filled graphs minimal
- BSPlib
- HPEC
- eigs
- BiCGstab
- FEAST
- NLEVP
- VECFEM
- GENTRAN
- A convergence analysis of the inexact simplified Jacobi-Davidson algorithm for polynomial eigenvalue problems
- IFISS
- FGMRES
- Preconditioning complex symmetric linear systems
- SuiteSparse
- SparseMatrix
- Blankets joint posterior score for learning Markov network structures
- NNLS
- Generalized product-type methods based on bi-conjugate gradient (GPBiCG) for solving shifted linear systems
- Cucheb: a GPU implementation of the filtered Lanczos procedure
- Relaxation strategies for nested Krylov methods
- TNT
- Accelerating the induced dimension reduction method using spectral information
- A note on weighted FOM and GMRES for solving nonsymmetric linear systems
- Future problem solving environments for computational science
- Middleware for the use of storage in communication.
- FastPILSS
- SCIRun
- OoLaLa
- Eigtool
- Seigtool
- GpBiCg
- Algorithm 854
- A refined Arnoldi type method for large scale eigenvalue problems
- A contour-integral based method for counting the eigenvalues inside a region
- Towards Monte Carlo preconditioning approach and hybrid Monte Carlo algorithms for matrix computations
- Inexact Arnoldi residual estimates and decay properties for functions of non-Hermitian matrices
- PIM
- CGS
- Tailored heuristics in adaptive large neighborhood search applied to the cutwidth minimization problem
- Harwell-Boeing sparse matrix collection
- A block principal pivoting algorithm for vertical generalized LCP with a vertical block P-matrix
- ILUT
- IRAM
- A method for computing a few eigenpairs of large generalized eigenvalue problems
- GCROT
- DSI Toolbox
- Sparsak
- IPSep-CoLa
- Updating the undamped piezoelectric smart structure system with no-spillover
- The block-wise circumcentered-reflection method
- On global Hessenberg based methods for solving Sylvester matrix equations
- The least squares and line search in extracting eigenpairs in Jacobi-Davidson method
- Harmonic and refined harmonic shift-invert residual Arnoldi and Jacobi-Davidson methods for interior eigenvalue problems
- A flexible and adaptive simpler block GMRES with deflated restarting for linear systems with multiple right-hand sides
- An inverse indefinite numerical range problem
- Restarted simpler GMRES augmented with harmonic Ritz vectors and approximate errors
- Efficient solution of large-scale algebraic Riccati equations associated with index-2 DAEs via the inexact low-rank Newton-ADI method
- Krylov subspace methods for discrete-time algebraic Riccati equations
- Numerical aspect of large-scale electronic state calculation for flexible device material
- nextnano
- na26
- The inexact fixed matrix iteration for solving large linear inequalities in a least squares sense
- MSPAI
- Semidefinite inverse eigenvalue problems with prescribed entries and partial eigendata
- Breakdown-free version of ILU factorization for nonsymmetric positive definite matrices
- AntNet
- A new method for solving Pareto eigenvalue complementarity problems
- Accelerating block coordinate descent methods with identification strategies
- Probabilistic upper bounds for the matrix two-norm
- Refining estimates of invariant and deflating subspaces for large and sparse matrices and pencils
- CIRR
- LYAPACK
- Constructing convex solutions via Perron's method
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