Filtered Conjugate Residual‐type Algorithms with Applications

DOI10.1137/060648945zbMATH Open1120.65046OpenAlexW2017934920MaRDI QIDQ5296019FDOQ5296019

Authors: Y. Saad 

Publication date: 31 July 2007

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/060648945

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zbMATH Keywords

principal component analysisnumerical examplesinvariant subspaceconjugate gradientlow-rank approximationfilteringpolynomial filteringeigenspaceinterior eigenvaluesconjugate residual

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

Cited In (5)

• Fast Estimation of Approximate Matrix Ranks Using Spectral Densities
• A thick-restart Lanczos algorithm with polynomial filtering for Hermitian eigenvalue problems
• A non-perturbative approach to computing seismic normal modes in rotating planets
• Efficient estimation of eigenvalue counts in an interval
• Cucheb: a GPU implementation of the filtered Lanczos procedure

Uses Software

• ARPACK

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