Parallel stochastic estimation method of eigenvalue distribution

DOI10.14495/JSIAML.2.127MaRDI QIDQ2843160zbMATH OpenOpenAlexFDO

Authors Yasunori Futamura, Hiroto Tadano, Tetsuya Sakurai

Publication date 9 August 2013

Published in JSIAM Letters (Search for Journal in Brave)

Full work available at URL https://www.jstage.jst.go.jp/A_PRedirectJournalInit?sryCd=jsiaml&kijiCd=2_0_127&screenID=AF06S010&noVol=2&noIssue=0

zbMATH Keywords

contour integrationeigenvalueslarge sparse matricesnumerical experimentsparallel computationstochastic estimation

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Computational methods for sparse matrices (65F50) Parallel numerical computation (65Y05)

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Cited in

(17)

• Ensemble average of an arbitrary number of pairs of different eigenvalues using Grassmann integration
• Stochastic estimator techniques and their implementation on distributed parallel computers
• A contour-integral based method for counting the eigenvalues inside a region
• An efficient contour integral based eigensolver for 3D dispersive photonic crystal
• A contour integral approach to the computation of invariant pairs
• Iterative estimation of eigenmodes for acoustic cavities
• Stochastic estimation method of eigenvalue density for nonlinear eigenvalue problem on the complex plane
• Efficient estimation of eigenvalue counts in an interval.
• Filter analysis for the stochastic estimation of eigenvalue counts
• Performance evaluation of the Sakurai-Sugiura method with a block Krylov subspace linear solver for large dense Hermitian-definite generalized eigenvalue problems
• Projection method for eigenvalue problems of linear nonsquare matrix pencils
• A fast contour-integral eigensolver for non-Hermitian matrices
• Rational Spectral Filters with Optimal Convergence Rate
• Computing eigenvalues of real symmetric matrices with rational filters in real arithmetic
• Kω -- open-source library for the shifted Krylov subspace method of the form (z I - H)x = b
• A FEAST SVDsolver based on Chebyshev-Jackson series for computing partial singular triplets of large matrices
• A contour integral-based algorithm for computing generalized singular values

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Uses Software

• MatrixMarket
• zPARES

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