Implementation Aspects of Band Lanczos Algorithms for Computation of Eigenvalues of Large Sparse Symmetric Matrices

DOI10.2307/2006302zbMath0443.65022OpenAlexW4240005112MaRDI QIDQ3886737

Axel Ruhe

Publication date: 1979

Full work available at URL: https://doi.org/10.2307/2006302

zbMATH Keywords

numerical examplesrounding error analysislarge sparse symmetric matrixband Lanczos algorithmorthonormal basis for the Krylov spaces

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Eigenvalues, singular values, and eigenvectors (15A18) Orthogonalization in numerical linear algebra (65F25)

Related Items (28)

A survey of the advances in the exploitation of the sparsity in the solution of large problems ⋮ A new taxonomy of conjugate gradient methods ⋮ A block Chebyshev-Davidson method with inner-outer restart for large eigenvalue problems ⋮ The block conjugate gradient algorithm and related methods ⋮ Complex wedge-shaped matrices: a generalization of Jacobi matrices ⋮ A Block Krylov Method to Compute the Action of the Fréchet Derivative of a Matrix Function on a Vector with Applications to Condition Number Estimation ⋮ GMRES with multiple preconditioners ⋮ Variations on Arnoldi's method for computing eigenelements of large unsymmetric matrices ⋮ Lanczos method of tridiagonalization, Jacobi matrices and physics ⋮ A Lanczos Method for Large-Scale Extreme Lorentz Eigenvalue Problems ⋮ On the block GMRES method with deflated restarting ⋮ Updating the QR decomposition of block tridiagonal and block Hessenberg matrices ⋮ A Block Lanczos Method for the Extended Trust-Region Subproblem ⋮ Theoretical error bounds on the convergence of the Lanczos and block-Lanczos methods ⋮ Global convergence of the restarted Lanczos and Jacobi-Davidson methods for symmetric eigenvalue problems ⋮ A block QMR algorithm for non-Hermitian linear systems with multiple right-hand sides ⋮ Indefinite Ruhe's variant of the block Lanczos method for solving the systems of linear equations ⋮ The block grade of a block Krylov space ⋮ Sparse matrices ⋮ An iterative SVD-Krylov based method for model reduction of large-scale dynamical systems ⋮ Restarted block-GMRES with deflation of eigenvalues ⋮ Computation of a few small eigenvalues of a large matrix with application to liquid crystal modeling ⋮ Subspace Iteration Randomization and Singular Value Problems ⋮ Eigenvalue computation in the 20th century ⋮ A block GMRES method augmented with eigenvectors ⋮ A Lanczos-type method for multiple starting vectors ⋮ Krylov subspace techniques for reduced-order modeling of large-scale dynamical systems ⋮ A block MINRES algorithm based on the band Lanczos method

Cites Work

• Reorthogonalization and Stable Algorithms for Updating the Gram-Schmidt QR Factorization
• The simultaneous computation of a few of the algebraically largest and smallest eigenvalues of a large, sparse, symmetric matrix
• Practical use of the symmetric Lanczos process with re-orthogonalization
• Computational Variants of the Lanczos Method for the Eigenproblem
• The method of conjugate gradients used in inverse iteration
• Unnamed Item
• Unnamed Item

This page was built for publication: Implementation Aspects of Band Lanczos Algorithms for Computation of Eigenvalues of Large Sparse Symmetric Matrices