A Lanczos Method for Large-Scale Extreme Lorentz Eigenvalue Problems
DOI10.1137/17M1111401zbMath1390.90543OpenAlexW2795667261WikidataQ130019630 ScholiaQ130019630MaRDI QIDQ5373928
Lei-Hong Zhang, Chungen Shen, Wei Hong Yang, Joaquim Joao Júdice
Publication date: 6 April 2018
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/17m1111401
Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Large-scale problems in mathematical programming (90C06) Variational and other types of inequalities involving nonlinear operators (general) (47J20) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Eigenvalues, singular values, and eigenvectors (15A18)
Related Items (max. 100)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Critical angles between two convex cones. II: Special cases
- An indefinite variant of LOBPCG for definite matrix pencils
- A DC programming approach for solving the symmetric eigenvalue complementarity problem
- Convergence of the block Lanczos method for eigenvalue clusters
- A nonsmooth algorithm for cone-constrained eigenvalue problems
- On the solution of the symmetric eigenvalue complementarity problem by the spectral projected gradient algorithm
- Eigenvalue analysis of equilibrium processes defined by linear complementarity conditions
- Quadratically constrained least squares and quadratic problems
- Positive operators on the \(n\)-dimensional ice cream cone
- A semidefinite framework for trust region subproblems with applications to large scale minimization
- On eigenvalues induced by a cone constraint.
- The directional instability problem in systems with frictional contacts.
- On the quadratic eigenvalue complementarity problem over a general convex cone
- An adaptive block Lanczos algorithm
- Solving inverse cone-constrained eigenvalue problems
- On the computation of all eigenvalues for the eigenvalue complementarity problem
- Cone-constrained eigenvalue problems: Theory and algorithms
- A new method for solving second-order cone eigenvalue complementarity problems
- A New Matrix-Free Algorithm for the Large-Scale Trust-Region Subproblem
- Matrix Algorithms
- A Symmetric Band Lanczos Process Based on Coupled Recurrences and Some Applications
- A Trust-Region Approach to the Regularization of Large-Scale Discrete Forms of Ill-Posed Problems
- Minimizing a Quadratic Over a Sphere
- The second-order cone eigenvalue complementarity problem
- Efficient DC programming approaches for the asymmetric eigenvalue complementarity problem
- The university of Florida sparse matrix collection
- A Variational Approach to Copositive Matrices
- Minimization of a Large-Scale Quadratic FunctionSubject to a Spherical Constraint
- Computing a Trust Region Step
- Algorithm 873
- Sharpness in rates of convergence for the symmetric Lanczos method
- The Conjugate Gradient Method and Trust Regions in Large Scale Optimization
- Some NP-complete problems in quadratic and nonlinear programming
- Implementation Aspects of Band Lanczos Algorithms for Computation of Eigenvalues of Large Sparse Symmetric Matrices
- Newton’s Method with a Model Trust Region Modification
- Trust Region Methods
- Templates for the Solution of Algebraic Eigenvalue Problems
- The trust region subproblem and semidefinite programming*
- Solving the Trust-Region Subproblem using the Lanczos Method
- On the Generalized Lanczos Trust-Region Method
- Majorization for Changes in Angles Between Subspaces, Ritz Values, and Graph Laplacian Spectra
- Benchmarking optimization software with performance profiles.
This page was built for publication: A Lanczos Method for Large-Scale Extreme Lorentz Eigenvalue Problems