Preconditioned Lanczos method for generalized Toeplitz eigenvalue problems

DOI10.1016/j.cam.2008.05.023zbMath1175.65046OpenAlexW2008260498MaRDI QIDQ1008663

Lin-Zhang Lu, Yuan Yuan Wang

Publication date: 30 March 2009

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2008.05.023

zbMATH Keywords

convergencenumerical resultsLanczos methodpreconditioningToeplitz matrixMATLABminimum eigenvalueSine transform

Mathematics Subject Classification ID

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

Related Items (3)

An Inexact Shift-and-Invert Arnoldi Algorithm for Large Non-Hermitian Generalised Toeplitz Eigenproblems ⋮ Backward error analysis and inverse eigenvalue problems for Hankel and symmetric-Toeplitz structures ⋮ Bilinear Lanczos components for fast dimensionality reduction and feature extraction

Uses Software

• EIGIFP
• LAPACK
• Matlab
• eigs
• JDQR
• JDQZ
• IRAM

Cites Work

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• Fast order-recursive generalized Hermitian Toeplitz eigenspace decomposition
• Fast decimation-in-time algorithms for a family of discrete sine and cosine transforms
• Inexact inverse iteration for generalized eigenvalue problems
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• Sine transform based preconditioners for symmetric Toeplitz systems
• Large sparse symmetric eigenvalue problems with homogeneous linear constraints: The Lanczos process with inner-outer iterations
• Computing the Minimum Eigenvalue of a Symmetric Positive Definite Toeplitz Matrix
• LAPACK Users' Guide
• A Fast Computational Algorithm for the Discrete Sine Transform
• Implicit Application of Polynomial Filters in a k-Step Arnoldi Method
• Preconditioned Lanczos Methods for the Minimum Eigenvalue of a Symmetric Positive Definite Toeplitz Matrix
• Templates for the Solution of Algebraic Eigenvalue Problems
• Preconditioning the Lanczos Algorithm for Sparse Symmetric Eigenvalue Problems
• An Inverse Free Preconditioned Krylov Subspace Method for Symmetric Generalized Eigenvalue Problems

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