Iterative methods for the computation of a few eigenvalues of a large symmetric matrix
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Publication:1923866
DOI10.1007/BF01731924zbMATH Open0856.65030MaRDI QIDQ1923866FDOQ1923866
Authors: James Baglama, Daniela Calvetti, Lothar Reichel 
Publication date: 24 February 1997
Published in: BIT (Search for Journal in Brave)
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Cites Work
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- Rational Krylov sequence methods for eigenvalue computation
- Numerical methods for large eigenvalue problems
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- Deflation Techniques for an Implicitly Restarted Arnoldi Iteration
- Approximate solutions and eigenvalue bounds from Krylov subspaces
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- Computational Variants of the Lanczos Method for the Eigenproblem
- Numerics of Gram-Schmidt orthogonalization
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- An implicit shift bidiagonalization algorithm for ill-posed systems
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- Numerical Determination of Fundamental Modes
- The Lanczos Algorithm with Selective Orthogonalization
- An iterative method for finding characteristic vectors of a symmetric matrix
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- The application of Leja points to Richardson iteration and polynomial preconditioning
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- Iterative Solution of Indefinite Symmetric Linear Systems by Methods Using Orthogonal Polynomials over Two Disjoint Intervals
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Cited In (20)
- Computation of a few small eigenvalues of a large matrix with application to liquid crystal modeling
- Hybrid Iterative Refined Method for Computing a Few Extreme Eigenpairs of a Symmetric Matrix
- A Rayleigh-Chebyshev procedure for finding the smallest eigenvalues and associated eigenvectors of large sparse Hermitian matrices
- A strategy for detecting extreme eigenvalues bounding gaps in the discrete spectrum of self-adjoint operators
- Title not available (Why is that?)
- Claculating interior eigenvalues and eigenvectors with an implicitly restarted and a filter diagonalization method
- Explicit deflation in Golub-Kahan-Lanczos bidiagonalization methods
- Hybrid iterative refined method for computing a few extreme eigenpairs of a symmetric matrix
- A simple iterative algorithm for generating selected eigenspaces of large matrices
- The two-phase method for finding a great number of eigenpairs of the symmetric or weakly non-symmetric large eigenvalue problems
- An implicitly restarted block Lanczos bidiagonalization method using Leja shifts
- Filtered Krylov-like sequence method for symmetric eigenvalue problems
- Polynomial characterizations of the approximate eigenvectors by the refined Arnoldi method and an implicitly restarted refined Arnoldi algorithm
- Iterative methods for large continuation problems
- A numerical study of Newton interpolation with extremely high degrees
- Global convergence of the restarted Lanczos and Jacobi-Davidson methods for symmetric eigenvalue problems
- Computing interior eigenvalues of large sparse symmetric matrices
- A dynamic thick restarted semi-refined ABLE algorithm for computing a few selected eigentriplets of large nonsymmetric matrices
- Approximation on disjoint intervals and its applicability to matrix preconditioning
- The implicitly restarted multi-symplectic block-Lanczos method for large-scale Hermitian quaternion matrix eigenvalue problem and applications
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