Implicit Application of Polynomial Filters in a k-Step Arnoldi Method
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Analysis
Link
http://epubs.siam.org/doi/pdf/10.1137/0613025
Reference24 articles.
1. The principle of minimized iterations in the solution of the matrix eigenvalue problem
2. Arnoldi-Tchebychev procedure for large scale nonsymmetric matrices
3. The simultaneous computation of a few of the algebraically largest and smallest eigenvalues of a large, sparse, symmetric matrix
4. Computing eigenvalues of very large symmetric matrices—An implementation of a Lanczos algorithm with no reorthogonalization
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