Preconditioning the Lanczos Algorithm for Sparse Symmetric Eigenvalue Problems

DOI10.1137/0914037MaRDI QIDQ4693193zbMATH OpenOpenAlexFDO

Authors Ronald B. Morgan, David S. Scott

Publication date 7 July 1994

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/1bd2b3d65bccdc11e70339e70cde2c140891752c

zbMATH Keywords

comparisonsconvergencedouble iteration schemeeigenpairsnumerical examplespreconditioned Lanczos algorithmsparse symmetric matrices

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical computation of matrix norms, conditioning, scaling (65F35)

Recommendations

• scientific article; zbMATH DE number 1507105
• Generalizations of Davidson’s Method for Computing Eigenvalues of Sparse Symmetric Matrices
• Preconditioned inexact Jacobi-Davidson method for large symmetric eigenvalue problems
• A Jacobi–Davidson Iteration Method for Linear Eigenvalue Problems
• Numerical solution of large nonsymmetric eigenvalue problems

Cited in

(43)

• Preconditioned Lanczos method for generalized Toeplitz eigenvalue problems
• Generalizations of Davidson's method for computing eigenvalues of large nonsymmetric matrices
• Preconditioning eigensolvers -- an Oxymoron?
• New methods for calculations of the lowest eigenvalues of the real symmetric generalized eigenvalue problem
• Preconditioning eigenvalues and some comparison of solvers
• Computing eigenpairs in augmented Krylov subspace produced by Jacobi-Davidson correction equation
• Weighted Golub-Kahan-Lanczos bidiagonalization algorithms
• A geometric theory for preconditioned inverse iteration. III: A short and sharp convergence estimate for generalized eigenvalue problems
• Robust preconditioning of large, sparse, symmetric eigenvalue problems
• Jacobi-Davidson type methods for generalized eigenproblems and polynomial eigenproblems
• Jacobi-Davidson algorithm and its application to modeling RF-microwave detection circuits
• Computing eigenpairs of Hermitian matrices in perfect Krylov subspaces
• On Chebyshev-Davidson method for symmetric generalized eigenvalue problems
• Computing eigenpairs of Hermitian matrices in augmented Krylov subspace produced by Rayleigh quotient iterations
• Rayleigh quotient minimization method for symmetric eigenvalue problems
• Filtered Krylov-like sequence method for symmetric eigenvalue problems
• Preconditioning for eigenproblems
• On Large-Scale Diagonalization Techniques for the Anderson Model of Localization
• scientific article; zbMATH DE number 176177 (Why is no real title available?)
• A comparison of Lanczos and optimization methods in the partial solution of sparse symmetric eigenproblems
• scientific article; zbMATH DE number 741159 (Why is no real title available?)
• scientific article; zbMATH DE number 1985702 (Why is no real title available?)
• scientific article; zbMATH DE number 1500885 (Why is no real title available?)
• scientific article; zbMATH DE number 1507105 (Why is no real title available?)
• A block preconditioned harmonic projection method for large-scale nonlinear eigenvalue problems
• A new inexact inverse subspace iteration for generalized eigenvalue problems
• A fast hierarchically preconditioned eigensolver based on multiresolution matrix decomposition
• TRPL+K: Thick-Restart Preconditioned Lanczos+K Method for Large Symmetric Eigenvalue Problems
• Harmonic projection methods for large non-symmetric eigenvalue problems
• On global convergence of subspace projection methods for Hermitian eigenvalue problems
• Combination of Jacobi–Davidson and conjugate gradients for the partial symmetric eigenproblem
• On Large-Scale Diagonalization Techniques for the Anderson Model of Localization
• Solving large nonlinear generalized eigenvalue problems from density functional theory calculations in parallel
• Deflation by restriction for the inverse-free preconditioned Krylov subspace method
• On flexible block Chebyshev-Davidson method for solving symmetric generalized eigenvalue problems
• Preconditioners for Krylov subspace methods: An overview
• Inexact inverse subspace iteration for generalized eigenvalue problems
• Eigenvalue topology optimization via efficient multilevel solution of the frequency response
• Eigenvalues of quaternion tensors: properties, algorithms and applications
• A subspace preconditioning algorithm for eigenvector/eigenvalue computation
• Lanczos Algorithm
• Sparsification of the regularized magnetic Laplacian with multi-type spanning forests
• JADAMILU: a software code for computing selected eigenvalues of large sparse symmetric matrices

Describes a project that uses

Uses Software

• Harwell-Boeing sparse matrix collection

This page was built for publication: Preconditioning the Lanczos Algorithm for Sparse Symmetric Eigenvalue Problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4693193)