An approach based on dwindling filter method for positive definite generalized eigenvalue problem

DOI10.1007/S40314-016-0391-ZMaRDI QIDQ725751zbMATH OpenOpenAlexFDO

Authors F. Arzani, M. Reza Peyghami

Publication date 2 August 2018

Published in Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s40314-016-0391-z

zbMATH Keywords

global convergencespectral methodsnonmonotone line searchgeneralized eigenvalue problemsdwindling filter technique

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30)

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Cites work

• scientific article; zbMATH DE number 2186558 (Why is no real title available?)
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• Nonmonotone globalization techniques for the Barzilai-Borwein gradient method
• Nonmonotone spectral method for large-scale symmetric nonlinear equations
• Numerical linear algebra and applications
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• Residual algorithm for large-scale positive definite generalized eigenvalue problems
• Sparse matrix test problems
• Spectral residual method without gradient information for solving large-scale nonlinear systems of equations
• The eigenvalue complementarity problem
• The symmetric eigenvalue complementarity problem
• Two-Point Step Size Gradient Methods

Cited in

(1)

• A new algorithm for solving large-scale generalized eigenvalue problem based on projection methods

Describes a project that uses

Uses Software

• Harwell-Boeing sparse matrix collection

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