On parallelizable eigensolvers
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It is shown that, if one has a polynomial that is close to zero on a subset of the eigenvalues of a matrix, one can approximatively divide its eigenvalue problem into two. It is proposed that such a division should be the basis of a divide and conquer strategy for eigenvalue computation, but no way is devised to find such an annihilating polynomial.
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Cites work
- A Parallelizable Eigensolver for Real Diagonalizable Matrices with Real Eigenvalues
- scientific article; zbMATH DE number 4213315 (Why is no real title available?)
- scientific article; zbMATH DE number 3336895 (Why is no real title available?)
- scientific article; zbMATH DE number 3408799 (Why is no real title available?)
Cited in
(10)- Fast spectral projection algorithms for density-matrix computations
- Parallel computation of polynomials with minimal uniform norm and its application to large eigenproblems
- International workshop on eigenvalue problems: algorithms; software and applications, in petascale computing (EPASA2018)
- A fixed-point method for approximate projection onto the positive semidefinite cone
- A quadratically convergent QR-like method without shifts for the Hermitian eigenvalue problem
- scientific article; zbMATH DE number 1247167 (Why is no real title available?)
- Evaluating products of matrix pencils and collapsing matrix products
- An efficient Jacobi-like algorithm for parallel eigenvalue computation
- Exponentially convergent parallel algorithm for nonlinear eigenvalue problems
- Efficient eigenvalue and singular value computations on shared memory machines
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