𝑆𝑂𝑅-methods for the eigenvalue problem with large sparse matrices
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Publication:4060262
DOI10.1090/S0025-5718-1974-0378378-XzbMATH Open0304.65027MaRDI QIDQ4060262FDOQ4060262
Authors: Axel Ruhe
Publication date: 1974
Published in: Mathematics of Computation (Search for Journal in Brave)
Eigenvalues, singular values, and eigenvectors (15A18) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical computation of solutions to systems of equations (65H10) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22)
Cites Work
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Cited In (14)
- Simultane Iterationsverfahren f�r gro�e allgemeine Eigenwertprobleme
- Numerical methods and questions in the organization of calculus. XII. Transl. from the Russian
- An improved iterative optimization technique for the leftmost eigenpairs of large symmetric matrices
- Two algorithms for treating \(Ax=\lambda Bx\)
- A survey of the advances in the exploitation of the sparsity in the solution of large problems
- Iterative eigenvalue algorithms based on convergent splittings
- Computational methods of linear algebra
- Preconditioning eigenvalues and some comparison of solvers
- The eigenvalue problem \((A-\lambda B)x = 0\) for symmetric matrices of high order
- A subspace preconditioning algorithm for eigenvector/eigenvalue computation
- Preconditioned iterative methods for the large sparse symmetric eigenvalue problem
- On preconditionad iterative methods for solving (A-lambdaB)x=0
- A simultaneous coordinate relaxation algorithm for large, sparse matrix eigenvalue problems
- Methods and algorithms of solving spectral problems for polynomial and rational matrices
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