Algorithm 827-Reference-Cited by-同舟云学术

Algorithm 827

Published:2003-09 Issue:3 Volume:29 Page:337-348
ISSN:0098-3500
Container-title:ACM Transactions on Mathematical Software
language:en
Short-container-title:ACM Trans. Math. Softw.

Author:

Baglama J.¹,Calvetti D.²,Reichel L.³

Affiliation:

1. University of Rhode Island, Kingston, RI

2. Case Western Reserve University, Cleveland, OH

3. Kent State University, Kent, OH

Abstract

irbleigs is a MATLAB program for computing a few eigenvalues and associated eigenvectors of a sparse Hermitian matrix of large order n . The matrix is accessed only through the evaluation of matrix-vector products. Working space of only a few n -vectors is required. The program implements a restarted block-Lanczos method. Judicious choices of acceleration polynomials make it possible to compute approximations of a few of the largest eigenvalues, a few of the smallest eigenvalues, or a few eigenvalues in the vicinity of a user-specified point on the real axis. irbleigs also can be applied to certain large generalized eigenproblems as well as to the computation of a few nearby singular values and associated right and left singular vectors of a large general matrix.

Publisher

Association for Computing Machinery (ACM)

Subject

Applied Mathematics,Software

Link

https://dl.acm.org/doi/pdf/10.1145/838250.838257

Reference8 articles.

1. Dealing with linear dependence during the iterations of the restarted block Lanczos methods;Baglama J.;Numer. Algorithms,2000

2. Iterative methods for the computation of a few eigenvalues of a large symmetric matrix;Baglama J.;BIT,1996

3. IRBL: An Implicitly Restarted Block-Lanczos Method for Large-Scale Hermitian Eigenproblems

4. Computation of a Few Small Eigenvalues of a Large Matrix with Application to Liquid Crystal Modeling

5. An implicitly restarted Lanczos method for large symmetric eigenvalue problems;Calvetti D.;Elec. Trans. Numer. Anal.,1994

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