Low-Rank Solution Methods for Stochastic Eigenvalue Problems

DOI10.1137/18M122100XzbMath1420.65046arXiv1803.03717MaRDI QIDQ5230664

Howard C. Elman, Tengfei Su

Publication date: 28 August 2019

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1803.03717

zbMATH Keywords

low-rank approximation; inverse subspace iteration; stochastic eigenvalue problem

Mathematics Subject Classification ID

65F15: Numerical computation of eigenvalues and eigenvectors of matrices

35R60: PDEs with randomness, stochastic partial differential equations

65F18: Numerical solutions to inverse eigenvalue problems

65N22: Numerical solution of discretized equations for boundary value problems involving PDEs

Uses Software

• Spinterp
• IFISS
• IRAM
• LOBPCG
• lobpcg.m