A Fast Randomized Eigensolver with Structured LDL Factorization Update
DOI10.1137/130914966zbMath1305.65125MaRDI QIDQ2936582
Jian-Lin Xia, Raymond Honfu Chan, Yuanzhe Xi
Publication date: 17 December 2014
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/130914966
numerical example; eigenvalue; eigensolver; symmetric Toeplitz matrices; bisection method; real symmetric matrix; HSS matrix; LDL factorization; adaptive randomized sampling; aggressive low-rank inertia evaluation; hierarchically semiseparable approximation; inertia/LDL update for varying shifts; matrix-free HSS construction
65F15: Numerical computation of eigenvalues and eigenvectors of matrices
65F05: Direct numerical methods for linear systems and matrix inversion
15B05: Toeplitz, Cauchy, and related matrices