Gradient-type subspace iteration methods for the symmetric eigenvalue problem

DOI10.1137/23M1590792MaRDI QIDQ6659698zbMATH OpenFDO

Authors Foivos Alimisis, Y. Saad, Bart Vandereycken

Publication date 9 January 2025

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

Full work available at URL https://doi.org/10.1137/23M1590792

zbMATH Keywords

eigenspacesgradient descentGrassmann manifoldsinvariant subspacespartial diagonalizationtrace optimization

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Diagonalization, Jordan forms (15A20) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical optimization and variational techniques (65K10) Methods of reduced gradient type (90C52)

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Cites work

• A Grassmann--Rayleigh quotient iteration for computing invariant subspaces
• A Singular Value Decomposition Updating Algorithm for Subspace Tracking
• A Trace Minimization Algorithm for the Generalized Eigenvalue Problem
• Chebyshev-filtered subspace iteration method free of sparse diagonalization for solving the Kohn-Sham equation
• Computational aspects of F. L. Bauer's simultaneous iteration method
• Computing several eigenpairs of Hermitian problems by conjugate gradient iterations
• Das Verfahren der Treppeniteration und verwandte Verfahren zur Lösung algebraischer Eigenwertprobleme
• Fast and Stable Subspace Tracking
• Geodesic convexity of the symmetric eigenvalue problem and convergence of steepest descent
• scientific article; zbMATH DE number 3885211 (Why is no real title available?)
• scientific article; zbMATH DE number 5223994 (Why is no real title available?)
• Linear and nonlinear programming.
• Numerical methods for electronic structure calculations of materials
• Riemannian Optimization and Approximate Joint Diagonalization for Blind Source Separation
• The Geometry of Algorithms with Orthogonality Constraints
• The trace minimization method for the symmetric generalized eigenvalue problem
• The University of Florida sparse matrix collection
• Toward the optimal preconditioned eigensolver: Locally optimal block preconditioned conjugate gradient method

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