Computing interior eigenvalues of large sparse symmetric matrices
DOI10.1007/S40819-021-01170-8zbMATH Open1499.65125OpenAlexW3216351409MaRDI QIDQ2114504FDOQ2114504
Authors: Achiya Dax
Publication date: 15 March 2022
Published in: International Journal of Applied and Computational Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40819-021-01170-8
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monotonicitylarge sparse symmetric matricescomputing interior eigenvaluesrestarted Krylov methodssemi-compact heart iteration
Computational methods for sparse matrices (65F50) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Orthogonalization in numerical linear algebra (65F25)
Cites Work
- IRBL: An Implicitly Restarted Block-Lanczos Method for Large-Scale Hermitian Eigenproblems
- Implicit Application of Polynomial Filters in a k-Step Arnoldi Method
- Templates for the Solution of Algebraic Eigenvalue Problems
- Matrix Analysis
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- Matrix algorithms. Vol. 2: Eigensystems
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- The Matrix Eigenvalue Problem
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- On restarting the Arnoldi method for large nonsymmetric eigenvalue problems
- An implicit restarted Lanczos method for large symmetric eigenvalue problems
- Adaptive projection subspace dimension for the thick-restart Lanczos method
- Computing the smallest singular triplets of a large matrix
- A thick-restart Lanczos algorithm with polynomial filtering for Hermitian eigenvalue problems
- A cross-product approach for low-rank approximations of large matrices
- A restarted Krylov method with inexact inversions
Cited In (5)
- 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
- High-performance implementation of Chebyshev filter diagonalization for interior eigenvalue computations
- Balancing sparse matrices for computing eigenvalues
Uses Software
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