Filtered Krylov-like sequence method for symmetric eigenvalue problems
From MaRDI portal
Publication:2334802
DOI10.1007/s11075-018-0627-7zbMath1436.65039OpenAlexW2900632289WikidataQ128888012 ScholiaQ128888012MaRDI QIDQ2334802
Publication date: 8 November 2019
Published in: Numerical Algorithms (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11075-018-0627-7
Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Hermitian, skew-Hermitian, and related matrices (15B57)
Related Items (max. 100)
On flexible block Chebyshev-Davidson method for solving symmetric generalized eigenvalue problems ⋮ On Chebyshev-Davidson method for symmetric generalized eigenvalue problems ⋮ On relaxed filtered Krylov subspace method for non-symmetric eigenvalue problems ⋮ Computing eigenpairs of Hermitian matrices in augmented Krylov subspace produced by Rayleigh quotient iterations ⋮ Rayleigh quotient minimization method for symmetric eigenvalue problems
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On local quadratic convergence of inexact simplified Jacobi-Davidson method
- The iterative calculation of a few of the lowest eigenvalues and corresponding eigenvectors of large real-symmetric matrices
- Computing eigenpairs in augmented Krylov subspace produced by Jacobi-Davidson correction equation
- An adaptive block Lanczos algorithm
- Local convergence analysis of several inexact Newton-type algorithms for general nonlinear eigenvalue problems
- On local quadratic convergence of inexact simplified Jacobi-Davidson method for interior eigenpairs of Hermitian eigenproblems
- Alternative correction equations in the Jacobi-Davidson method
- Numerical Methods for Large Eigenvalue Problems
- A Filtered Lanczos Procedure for Extreme and Interior Eigenvalue Problems
- Chebyshev Acceleration Techniques for Solving Nonsymmetric Eigenvalue Problems
- A Chebyshev–Davidson Algorithm for Large Symmetric Eigenproblems
- Implicit Application of Polynomial Filters in a k-Step Arnoldi Method
- Using Generalized Cayley Transformations within an Inexact Rational Krylov Sequence Method
- Rational Krylov: A Practical Algorithm for Large Sparse Nonsymmetric Matrix Pencils
- Preconditioning the Lanczos Algorithm for Sparse Symmetric Eigenvalue Problems
- A Jacobi–Davidson Iteration Method for Linear 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
