Matrix algorithms. Vol. 2: Eigensystems
From MaRDI portal
Arnoldi methodeigenvaluesJacobi-Davidson iterationKrylov methodsLanczos methodmatrix algorithmnumerical linear algebraQR algorithmsingular valuessubspace iteration
Mathematics for nonmathematicians (engineering, social sciences, etc.) (00A06) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to numerical analysis (65-01) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to overdetermined systems, pseudoinverses (65F20)
This second volume in a series of 5 on matrix algorithms is devoted to eigenvalue-eigenvector computations. As in the first volume on basic decompositions (1998; Zbl 0910.65012), the approach is very constructive, algorithmic, and self contained. The author has chosen not to heavily cross reference between the different volumes but to assume a general understanding of what is needed from the previous theory and algorithms. The first part concentrates on general dense matrices and the main issues are subsequently: the general theory, the QR algorithm, and the symmetric eigenvalue problem. Also singular values and the generalized eigenvalue problem are discussed here. In the second part large matrices are treated. Again the general theory is given and is followed by Krylov methods (in particular Arnoldi and Lanczos). The last chapter shifts to subspace iteration and the Jacobi-Davidson method. NEWLINENEWLINENEWLINEThe material for this second volume is less elementary than in the first volume. Yet the author succeeds again in picking up the essential stepping stones to allow the student or the practinoner, who might not be a specialist in numerical linear algebra, to safely embark the reading of this volume. It confirms the expectation that the whole series will grow out to be a reference work for the next generation.
Recommendations
- Computational methods for large eigenvalue problems
- Numerical Linear Algebra
- scientific article; zbMATH DE number 218384
- Numerical methods in matrix computations
- Matrix algorithms in MATLAB
- The Matrix Eigenvalue Problem
- scientific article; zbMATH DE number 635680
- A Simple and Efficient Algorithm for Eigenvalues Computation
- scientific article; zbMATH DE number 1226426
- Templates for the Solution of Algebraic Eigenvalue Problems
Cited in
(only showing first 100 items - show all)- A two-directional Arnoldi process and its application to parametric model order reduction
- Hyman's method revisited
- A Jacobi-Davidson type method for the generalized singular value problem
- On correction equations and domain decomposition for computing invariant subspaces
- Deflation in Krylov subspace methods and distance to uncontrollability
- A refined shift-and-invert Arnoldi algorithm for large unsymmetric generalized eigenproblems.
- Block SOR for Kronecker structured representations
- iSIRA: integrated shift-invert residual Arnoldi method for graph Laplacian matrices from big data
- A simple formula to find the closest consistent matrix to a reciprocal matrix
- A new real structure-preserving quaternion QR algorithm
- Convergence of integration-based methods for the solution of standard and generalized Hermitian eigenvalue problems
- Gradual transition from intermittent to continuous water supply based on multi-criteria optimization for network sector selection
- Inexact and incremental bilinear Lanczos components algorithms for high dimensionality reduction and image reconstruction
- On the structured backward error of inexact Arnoldi methods for (skew)-Hermitian and (skew)-symmetric eigenvalue problems
- Accuracy of singular vectors obtained by projection-based SVD methods
- A new shift strategy for the implicitly restarted refined harmonic Lanczos method
- Some results on the regularization of LSQR for large-scale discrete ill-posed problems
- On structured componentwise condition numbers for Hamiltonian eigenvalue problems
- An optimal Q-OR Krylov subspace method for solving linear systems
- The numerical rank of Krylov matrices
- Computing smallest singular triplets with implicitly restarted Lanczos bidiagonalization
- The refined harmonic Arnoldi method and an implicitly restarted refined algorithm for computing interior eigenpairs of large matrices
- An Elsner-like perturbation theorem for generalized eigenvalues
- Krylov-type methods for tensor computations.I
- A refined Arnoldi type method for large scale eigenvalue problems
- Towards backward perturbation bounds for approximate dual Krylov subspaces
- Dominant singular value decomposition representation for face recognition
- Regularized least squares locality preserving projections with applications to image recognition
- An extended shift-invert residual Arnoldi method
- A randomized exponential canonical correlation analysis method for data analysis and dimensionality reduction
- A contour-integral based method for counting the eigenvalues inside a region
- Approximation of damped quadratic eigenvalue problem by dimension reduction
- Maximization of the sum of the trace ratio on the Stiefel manifold. I: Theory
- Structured backward error analysis for sparse polynomial eigenvalue problems
- Properties of the delayed weighted gradient method
- On choices of formulations of computing the generalized singular value decomposition of a large matrix pair
- Shifted fifth-kind Chebyshev Galerkin treatment for linear hyperbolic first-order partial differential equations
- Tensor train rank minimization with nonlocal self-similarity for tensor completion
- On a formula of Thompson and McEnteggert for the adjugate matrix
- The Weierstrass iterative method as a Petrov-Galerkin method for solving eigenvalue problem
- Riemannian Newton optimization methods for the symmetric tensor approximation problem
- The numerical Jordan form
- A Krylov-Schur-like method for computing the best rank-\((r_1,r_2,r_3)\) approximation of large and sparse tensors
- Maximizing sum of coupled traces with applications
- Projection and contraction method for updating simultaneously mass and stiffness matrices
- Computing interior eigenvalues of large sparse symmetric matrices
- A self-consistent-field iteration for MAXBET with an application to multi-view feature extraction
- Refined bounds on the convergence of block Lanczos method for extended trust-region subproblem
- Eigenvalue problems for exponential-type kernels
- Computing several eigenvalues of nonlinear eigenvalue problems by selection
- On the Kahan-Parlett-Jiang theorem -- a globally optimal backward perturbation error for two-sided invariant subspaces
- Computing the smallest singular triplets of a large matrix
- The least squares and line search in extracting eigenpairs in Jacobi-Davidson method
- Manifold approximation by moving least-squares projection (MMLS)
- A fully adaptive rational global Arnoldi method for the model-order reduction of second-order MIMO systems with proportional damping
- On a new variant of Arnoldi method for approximation of eigenpairs
- Refined isogeometric analysis for generalized Hermitian eigenproblems
- Perturbed Markov chains with damping component
- On a self-consistent-field-like iteration for maximizing the sum of the Rayleigh quotients
- Stability and convergence of a finite volume method for the space fractional advection-dispersion equation
- Harmonic and refined harmonic shift-invert residual Arnoldi and Jacobi-Davidson methods for interior eigenvalue problems
- A note on the Rayleigh quotient iteration for symmetric eigenvalue problems
- A Bernstein-Bézier basis for arbitrary order Raviart-Thomas finite elements
- Structured generalized eigenvalue condition numbers for parameterized quasiseparable matrices
- Asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes. I.
- On perturbations of non-diagonalizable stochastic matrices of order 3
- On the complex Falk-Langemeyer method
- A cross-product approach for low-rank approximations of large matrices
- Large-scale unconstrained optimization using separable cubic modeling and matrix-free subspace minimization
- Solution formulas for differential Sylvester and Lyapunov equations
- Approximation accuracy of the Krylov subspaces for linear discrete ill-posed problems
- Computing eigenpairs of Hermitian matrices in augmented Krylov subspace produced by Rayleigh quotient iterations
- Hybrid Newmark-conformal FDTD modeling of thin spoof plasmonic metamaterials
- Efficient implementations of the modified Gram-Schmidt orthogonalization with a non-standard inner product
- A harmonic FEAST algorithm for non-Hermitian generalized eigenvalue problems
- Inexact generalized Noda iterations for generalized eigenproblems
- A contour-integral based method with Schur-Rayleigh-Ritz procedure for generalized eigenvalue problems
- Jacobi-Davidson methods for polynomial two-parameter eigenvalue problems
- A positivity preserving inexact Noda iteration for computing the smallest eigenpair of a large irreducible \(M\)-matrix
- Regularized reconstruction of a surface from its measured gradient field
- Real polynomial root-finding by means of matrix and polynomial iterations
- A harmonic restarted Arnoldi algorithm for calculating eigenvalues and determining multiplicity
- A modified harmonic block Arnoldi algorithm with adaptive shifts for large interior eigen\-problems
- The parallel subdomain-levelset deflation method in reservoir simulation
- Schur aggregation for linear systems and determinants
- The amended DSeSC power method for polynomial root-finding
- Twisted factorization of a banded matrix
- A continuation approach to mode-finding of multivariate Gaussian mixtures and kernel density estimates
- On regularizing effects of MINRES and MR-II for large scale symmetric discrete ill-posed problems
- On the non-Hermitian FEAST algorithms with oblique projection for eigenvalue problems
- Additive preconditioning and aggregation in matrix computations
- Instability detection of ARMA systems based on AR system identification
- On the convergence of Ritz pairs and refined Ritz vectors for quadratic eigenvalue problems
- On convergence of the inexact Rayleigh quotient iteration with the Lanczos method used for solving linear systems
- On expansion of search subspaces for large non-Hermitian eigenproblems
- Effect of small rank modification on the condition number of a matrix
- A Jacobi-Davidson type method for the product eigenvalue problem
- On solving complex-symmetric eigenvalue problems arising in the design of axisymmetric VCSEL devices
- A refined Jacobi-Davidson method and its correction equation
- On the eigenvalues of a class of saddle point matrices
This page was built for publication: Matrix algorithms. Vol. 2: Eigensystems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2755107)
