Computing interior eigenvalues of large sparse symmetric matrices

DOI10.1007/S40819-021-01170-8MaRDI QIDQ2114504zbMATH OpenOpenAlexFDO

Authors Achiya Dax

Publication date 15 March 2022

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

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s40819-021-01170-8

zbMATH Keywords

computing interior eigenvalueslarge sparse symmetric matricesmonotonicityrestarted Krylov methodssemi-compact heart iteration

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Orthogonalization in numerical linear algebra (65F25) Computational methods for sparse matrices (65F50)

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Cites work

• A cross-product approach for low-rank approximations of large matrices
• A restarted Krylov method with inexact inversions
• A thick-restart Lanczos algorithm with polynomial filtering for Hermitian eigenvalue problems
• Adaptive projection subspace dimension for the thick-restart Lanczos method
• An implicit restarted Lanczos method for large symmetric eigenvalue problems
• Computing the smallest singular triplets of a large matrix
• scientific article; zbMATH DE number 3671573 (Why is no real title available?)
• scientific article; zbMATH DE number 1012640 (Why is no real title available?)
• scientific article; zbMATH DE number 1049347 (Why is no real title available?)
• scientific article; zbMATH DE number 6159604 (Why is no real title available?)
• Implicit Application of Polynomial Filters in a k-Step Arnoldi Method
• IRBL: An Implicitly Restarted Block-Lanczos Method for Large-Scale Hermitian Eigenproblems
• Matrix algorithms. Vol. 2: Eigensystems
• Matrix Analysis
• Numerical methods for large eigenvalue problems
• On restarting the Arnoldi method for large nonsymmetric eigenvalue problems
• Templates for the Solution of Algebraic Eigenvalue Problems
• The Matrix Eigenvalue Problem
• Thick-restart Lanczos method for large symmetric eigenvalue problems

Cited in

(6)

• High-performance implementation of Chebyshev filter diagonalization for interior eigenvalue computations
• Balancing sparse matrices for computing eigenvalues
• Computing interior eigenvalues of conservative gyroscopic problems
• An invert-free Arnoldi method for computing interior eigenpairs of large matrices
• Claculating interior eigenvalues and eigenvectors with an implicitly restarted and a filter diagonalization method
• Computing interior eigenvalues of large matrices

Describes a project that uses

Uses Software

• JDQZ
• a-TRLan
• PROPACK
• JDQR
• TRLan
• IRAM
• eigs

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