A truncated-CG style method for symmetric generalized eigenvalue problems

DOI10.1016/j.cam.2005.10.006zbMath1090.65042OpenAlexW2009964554MaRDI QIDQ818183

C. G. Baker, Pierre-Antoine Absil, Kyle A. Gallivan

Publication date: 24 March 2006

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

Full work available at URL: https://doi.org/10.1016/j.cam.2005.10.006

zbMATH Keywords

global convergenceRayleigh quotientgeneralized eigenvalue problemtrust-region algorithmsuperlinear convergenceextreme eigenvaluesleftmost eigenpairtruncated conjugate gradient methodrightmost eigenpair

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

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Uses Software

• EIGIFP
• JDQR
• JDQZ
• JDCG

Cites Work

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