Parallel stochastic estimation method of eigenvalue distribution

DOI10.14495/jsiaml.2.127zbMath1271.65063OpenAlexW2045013565MaRDI QIDQ2843160

Yasunori Futamura, Tetsuya Sakurai, Hiroto Tadano

Publication date: 9 August 2013

Published in: JSIAM Letters (Search for Journal in Brave)

Full work available at URL: https://www.jstage.jst.go.jp/A_PRedirectJournalInit?sryCd=jsiaml&kijiCd=2_0_127&screenID=AF06S010&noVol=2&noIssue=0

zbMATH Keywords

eigenvaluesnumerical experimentsparallel computationcontour integrationstochastic estimationlarge sparse matrices

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Parallel numerical computation (65Y05)

Related Items (13)

A Fast Contour-Integral Eigensolver for Non-Hermitian Matrices ⋮ Kω -- open-source library for the shifted Krylov subspace method of the form \((z I - H)x = b\) ⋮ A FEAST SVDsolver based on Chebyshev-Jackson series for computing partial singular triplets of large matrices ⋮ Efficient estimation of eigenvalue counts in an interval ⋮ Iterative estimation of eigenmodes for acoustic cavities ⋮ A contour-integral based method for counting the eigenvalues inside a region ⋮ An efficient contour integral based eigensolver for 3D dispersive photonic crystal ⋮ Projection Method for Eigenvalue Problems of Linear Nonsquare Matrix Pencils ⋮ Filter analysis for the stochastic estimation of eigenvalue counts ⋮ Performance evaluation of the Sakurai-Sugiura method with a block Krylov subspace linear solver for large dense Hermitian-definite generalized eigenvalue problems ⋮ Rational Spectral Filters with Optimal Convergence Rate ⋮ Computing Eigenvalues of Real Symmetric Matrices with Rational Filters in Real Arithmetic ⋮ A contour integral approach to the computation of invariant pairs

Uses Software

• MatrixMarket
• zPARES

This page was built for publication: Parallel stochastic estimation method of eigenvalue distribution