scientific article; zbMATH DE number 17457

MaRDI QIDQ3974777zbMATH OpenFDO

Authors Tapan K. Sarkar, Xiaopu Yang

Publication date 26 June 1992

zbMATH Keywords

conjugate gradient algorithmdigital signal processingeigenvalueseigenvectorsextreme eigenproblemsfast Fourier transform (FFT)Hankel systemnumerical exampleQR algorithmsymmetric matrices

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical methods for discrete and fast Fourier transforms (65T50)

Recommendations

• Efficient solution of a Toeplitz-plus-Hankel coefficient matrix system of equations
• CONJUGATE GRADIENT METHODS FOR SOLVING THE SMALLEST EIGENPAIR OF LARGE SYMMETRIC EIGENVALUE PROBLEMS
• Computing the smallest eigenvalue of large ill-conditioned Hankel matrices
• Conjugate gradient methods for the Rayleigh quotient minimization of generalized eigenvalue problems
• A fast eigenvalue algorithm for Hankel matrices
• An efficient algorithm on optimal Hankel-norm approximation for multivariable systems
• Parallel and superfast algorithms for Hankel systems of equations
• A frequency condensation method for the eigenvalue problem
• A generalized conjugate gradient method for eigenvalue problems
• Computing several eigenpairs of Hermitian problems by conjugate gradient iterations

Cited in

(1)

• A survey of conjugate gradient algorithms for solution of extreme eigen-problems of a symmetric matrix

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