Iterative methods for the computation of a few eigenvalues of a large symmetric matrix
From MaRDI portal
(Redirected from Publication:1923866)
Recommendations
- An iterative method of computing the eigenvalue and eigenvalues of a symmetric matrix
- A new iterative scheme for obtaining eigenvectors of large, real- symmetric matrices
- scientific article; zbMATH DE number 4026669
- Hybrid iterative refined method for computing a few extreme eigenpairs of a symmetric matrix
- Hybrid Iterative Refined Method for Computing a Few Extreme Eigenpairs of a Symmetric Matrix
- scientific article; zbMATH DE number 4090688
- Iterative refinement for symmetric eigenvalue decomposition
- scientific article; zbMATH DE number 4064362
- A numerical method for computing eigenvectors of a large matrix
- A method for computing a few eigenpairs of large generalized eigenvalue problems
Cites work
- scientific article; zbMATH DE number 3917549 (Why is no real title available?)
- scientific article; zbMATH DE number 3671573 (Why is no real title available?)
- scientific article; zbMATH DE number 176395 (Why is no real title available?)
- scientific article; zbMATH DE number 3558824 (Why is no real title available?)
- scientific article; zbMATH DE number 3034777 (Why is no real title available?)
- A Shifted Block Lanczos Algorithm for Solving Sparse Symmetric Generalized Eigenproblems
- A new iterative scheme for obtaining eigenvectors of large, real- symmetric matrices
- A survey of conjugate gradient algorithms for solution of extreme eigen-problems of a symmetric matrix
- An adaptive Richardson iteration method for indefinite linear systems
- An implicit restarted Lanczos method for large symmetric eigenvalue problems
- An implicit shift bidiagonalization algorithm for ill-posed systems
- An iterative method for finding characteristic vectors of a symmetric matrix
- Approximate solutions and eigenvalue bounds from Krylov subspaces
- Computational Variants of the Lanczos Method for the Eigenproblem
- Computing interior eigenvalues of large matrices
- Criteria for Combining Inverse and Rayleigh Quotient Iteration
- Deflation Techniques for an Implicitly Restarted Arnoldi Iteration
- Generalizations of Davidson’s Method for Computing Eigenvalues of Sparse Symmetric Matrices
- Implicit Application of Polynomial Filters in a k-Step Arnoldi Method
- Iterative Solution of Indefinite Symmetric Linear Systems by Methods Using Orthogonal Polynomials over Two Disjoint Intervals
- Iterative algorithms for Gram-Schmidt orthogonalization
- Numerical Determination of Fundamental Modes
- Numerical methods for large eigenvalue problems
- Numerics of Gram-Schmidt orthogonalization
- Optimale Eigenwerteinschließungen
- Partitioning Sparse Matrices with Eigenvectors of Graphs
- Rational Krylov sequence methods for eigenvalue computation
- Some Modified Matrix Eigenvalue Problems
- Sur certaines suites liées aux ensembles plans et leur application à la représentation conforme
- The Lanczos Algorithm with Selective Orthogonalization
- The Spectral Transformation Lanczos Method for the Numerical Solution of Large Sparse Generalized Symmetric Eigenvalue Problems
- The application of Leja points to Richardson iteration and polynomial preconditioning
- Towards a black box Lanczos program
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
- scientific article; zbMATH DE number 4090688 (Why is no real title available?)
- 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
- The two-phase method for finding a great number of eigenpairs of the symmetric or weakly non-symmetric large eigenvalue problems
- A simple iterative algorithm for generating selected eigenspaces of large matrices
- An implicitly restarted block Lanczos bidiagonalization method using Leja shifts
- Polynomial characterizations of the approximate eigenvectors by the refined Arnoldi method and an implicitly restarted refined Arnoldi algorithm
- Filtered Krylov-like sequence method for symmetric eigenvalue problems
- Iterative methods for large continuation problems
- Global convergence of the restarted Lanczos and Jacobi-Davidson methods for symmetric eigenvalue problems
- Computing interior eigenvalues of large sparse symmetric matrices
- A numerical study of Newton interpolation with extremely high degrees
- 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
This page was built for publication: Iterative methods for the computation of a few eigenvalues of a large symmetric matrix
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1923866)
