Improving the Accuracy of Computed Eigenvalues and Eigenvectors
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(32)- On estimating the condition of eigenvalues and eigenvectors
- Anti-Gaussian quadrature rules related to orthogonality on the semicircle
- The calculation of guaranteed bounds for eigenvalues using complementary variational principles
- Verified error bounds for eigenvalues of geometric multiplicity \(q\) and corresponding invariant subspaces
- Error analysis of the Gram low-rank approximation (and why it is not as unstable as one may think)
- Mixed precision algorithms in numerical linear algebra
- Computational and sensitivity aspects of eigenvalue-based methods for the large-scale trust-region subproblem
- Inexact inverse iteration for symmetric matrices
- An eigenvalue search method using the Orr-Sommerfeld equation for shear flow
- Inverse, shifted inverse, and Rayleigh quotient iteration as Newton's method
- Projected nonsymmetric algebraic Riccati equations and refining estimates of invariant and deflating subspaces
- Three methods for refining estimates of invariant subspaces
- Linear algebra software for large-scale accelerated multicore computing
- Symmetric-diagonal reductions as preprocessing for symmetric positive definite generalized eigenvalue solvers
- Unified Newton's method for matrix decompositions
- A refinement of approximate invariant subspaces of matrices based on SVD in high dimensionality reduction and image compression
- Computational error bounds for multiple or nearly multiple eigenvalues
- Accuracy controlled schemes for the eigenvalue problem of the radiative transfer equation
- Two-sided Grassmann-Rayleigh quotient iteration
- Iterative improvement of componentwise error bounds of invariant subspaces belonging to a double or nearly double eigenvalue
- Iterative refinement for symmetric eigenvalue decomposition
- The refining estimates of invariant subspaces through projected nonsymmetric algebraic Riccati equations in high dimensionality reduction and image compression
- A simple method for error bounds of eigenvalues of symmetric matrices
- Iterative refinement for an eigenpair subset of a real symmetric matrix
- Accelerating scientific computations with mixed precision algorithms
- Small-sample statistical condition estimation of large-scale generalized eigenvalue problems
- Iterative refinement for defective subspaces of differential operators
- Iterative diagonalization of symmetric matrices in mixed precision and its application to electronic structure calculations
- On conjugate gradient-like methods for eigen-like problems
- Refining estimates of invariant and deflating subspaces for large and sparse matrices and pencils
- Matrix-less spectral approximation for large structured matrices
- Robust preconditioning of large, sparse, symmetric eigenvalue problems
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