Small-sample statistical condition estimation of large-scale generalized eigenvalue problems

DOI10.1016/j.cam.2015.11.022zbMath1332.65061OpenAlexW2231538522MaRDI QIDQ908367

Peter Chang-Yi Weng, Frederick Kin Hing Phoa

Publication date: 4 February 2016

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.2015.11.022

zbMATH Keywords

Newton's methodgeneralized eigenvalue problemSylvester equationlarge-scale problemstatistical condition estimationdeflating subspacelarge and sparse real matrix

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Point estimation (62F10) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Matrix equations and identities (15A24) Numerical computation of matrix norms, conditioning, scaling (65F35) Conditioning of matrices (15A12)

Uses Software

• Matlab
• mctoolbox
• Algorithm 674
• SONEST
• CONEST

Cites Work

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