A Fast Randomized Eigensolver with Structured LDL Factorization Update

DOI10.1137/130914966zbMath1305.65125OpenAlexW2069914477MaRDI QIDQ2936582

Jian-Lin Xia, Yuanzhe Xi, Raymond Honfu Chan

Publication date: 17 December 2014

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

Full work available at URL: https://doi.org/10.1137/130914966

zbMATH Keywords

numerical exampleeigenvalueeigensolversymmetric Toeplitz matricesbisection methodreal symmetric matrixHSS matrixLDL factorizationadaptive randomized samplingaggressive low-rank inertia evaluationhierarchically semiseparable approximationinertia/LDL update for varying shiftsmatrix-free HSS construction

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Direct numerical methods for linear systems and matrix inversion (65F05) Toeplitz, Cauchy, and related matrices (15B05)

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