Jacobi Correction Equation, Line Search, and Conjugate Gradients in Hermitian Eigenvalue Computation II: Computing Several Extreme Eigenvalues

DOI10.1137/070688754zbMath1176.65044OpenAlexW4235703716MaRDI QIDQ3642894

Evgueni E. Ovtchinnikov

Publication date: 6 November 2009

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/070688754

zbMATH Keywords

algorithmseigenvectorsRayleigh quotientRayleigh-Ritz procedureconvergence estimateseigenvalue computationHermitian problemsblock conjugate gradientsJacobi orthogonal complement correction equation

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Iterative numerical methods for linear systems (65F10)

Related Items (4)

Accelerating large partial EVD/SVD calculations by filtered block Davidson methods ⋮ Level-set topology optimization with many linear buckling constraints using an efficient and robust eigensolver ⋮ Computing several eigenpairs of Hermitian problems by conjugate gradient iterations ⋮ Approximation of positive semidefinite nonlinear eigenvalue problems

Uses Software

• BLOPEX

This page was built for publication: Jacobi Correction Equation, Line Search, and Conjugate Gradients in Hermitian Eigenvalue Computation II: Computing Several Extreme Eigenvalues