Computing interior eigenvalues of large sparse symmetric matrices

DOI10.1007/s40819-021-01170-8zbMath1499.65125OpenAlexW3216351409MaRDI QIDQ2114504

Achiya Dax

Publication date: 15 March 2022

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

Full work available at URL: https://doi.org/10.1007/s40819-021-01170-8

zbMATH Keywords

monotonicitylarge sparse symmetric matricescomputing interior eigenvaluesrestarted Krylov methodssemi-compact heart iteration

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Orthogonalization in numerical linear algebra (65F25)

Uses Software

• eigs
• PROPACK
• JDQR
• TRLan
• JDQZ
• IRAM
• a-TRLan

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• An implicit restarted Lanczos method for large symmetric eigenvalue problems
• Computing the smallest singular triplets of a large matrix
• A cross-product approach for low-rank approximations of large matrices
• Thick-Restart Lanczos Method for Large Symmetric Eigenvalue Problems
• Matrix Algorithms
• A Thick-Restart Lanczos Algorithm with Polynomial Filtering for Hermitian Eigenvalue Problems
• Adaptive Projection Subspace Dimension for the Thick-Restart Lanczos Method
• Numerical Methods for Large Eigenvalue Problems
• A restarted Krylov method with inexact inversions
• Matrix Analysis
• Implicit Application of Polynomial Filters in a k-Step Arnoldi Method
• IRBL: An Implicitly Restarted Block-Lanczos Method for Large-Scale Hermitian Eigenproblems
• Templates for the Solution of Algebraic Eigenvalue Problems
• On restarting the Arnoldi method for large nonsymmetric eigenvalue problems
• The Matrix Eigenvalue Problem

This page was built for publication: Computing interior eigenvalues of large sparse symmetric matrices