Filtered Krylov-like sequence method for symmetric eigenvalue problems
From MaRDI portal
Publication:2334802
Recommendations
- On relaxed filtered Krylov subspace method for non-symmetric eigenvalue problems
- A Filtered-Davidson Method for Large Symmetric Eigenvalue Problems
- Block Krylov-Schur method for large symmetric eigenvalue problems
- Rational Krylov sequence methods for eigenvalue computation
- A refined variant of the inverse-free Krylov subspace method for symmetric generalized eigenvalue problems
- Iterative refinement for symmetric eigenvalue decomposition
- A new numerical procedure for symmetric eigen value problems
- scientific article; zbMATH DE number 663838
- Nested Iterations for Symmetric Eigenproblems
- Iterative methods for the computation of a few eigenvalues of a large symmetric matrix
Cites work
- scientific article; zbMATH DE number 1049353 (Why is no real title available?)
- scientific article; zbMATH DE number 961607 (Why is no real title available?)
- A Chebyshev–Davidson Algorithm for Large Symmetric Eigenproblems
- A Filtered-Davidson Method for Large Symmetric Eigenvalue Problems
- A Jacobi–Davidson Iteration Method for Linear Eigenvalue Problems
- A filtered Lanczos procedure for extreme and interior eigenvalue problems
- Alternative correction equations in the Jacobi-Davidson method
- An adaptive block Lanczos algorithm
- Chebyshev Acceleration Techniques for Solving Nonsymmetric Eigenvalue Problems
- Computing eigenpairs in augmented Krylov subspace produced by Jacobi-Davidson correction equation
- Implicit Application of Polynomial Filters in a k-Step Arnoldi Method
- Local convergence analysis of several inexact Newton-type algorithms for general nonlinear eigenvalue problems
- Numerical methods for large eigenvalue problems
- On local quadratic convergence of inexact simplified Jacobi-Davidson method
- On local quadratic convergence of inexact simplified Jacobi-Davidson method for interior eigenpairs of Hermitian eigenproblems
- Parallel iterative methods for sparse linear systems
- Preconditioning the Lanczos Algorithm for Sparse Symmetric Eigenvalue Problems
- Rational Krylov: A Practical Algorithm for Large Sparse Nonsymmetric Matrix Pencils
- The iterative calculation of a few of the lowest eigenvalues and corresponding eigenvectors of large real-symmetric matrices
- Using Generalized Cayley Transformations within an Inexact Rational Krylov Sequence Method
Cited in
(9)- On flexible block Chebyshev-Davidson method for solving symmetric generalized eigenvalue problems
- Rayleigh quotient minimization method for symmetric eigenvalue problems
- Computing interior eigenpairs in augmented Krylov subspace produced by Jacobi–Davidson correction equation
- On Chebyshev-Davidson method for symmetric generalized eigenvalue problems
- On relaxed filtered Krylov subspace method for non-symmetric eigenvalue problems
- Using implicitly filtered RKS for generalised eigenvalue problems
- Computing eigenpairs of Hermitian matrices in augmented Krylov subspace produced by Rayleigh quotient iterations
- A filtered Lanczos procedure for extreme and interior eigenvalue problems
- A Filtered-Davidson Method for Large Symmetric Eigenvalue Problems
This page was built for publication: Filtered Krylov-like sequence method for symmetric eigenvalue problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2334802)