Filtered Conjugate Residual‐type Algorithms with Applications

DOI10.1137/060648945zbMath1120.65046OpenAlexW2017934920MaRDI QIDQ5296019

Yousef 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

zbMATH Keywords

numerical examplesprincipal component analysisinvariant subspacefilteringconjugate gradientconjugate residualeigenspacelow-rank approximationpolynomial filteringinterior eigenvalues

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)

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Uses Software

• ARPACK