Adaptive model trust region methods for generalized eigenvalue problems. (English) Zbl 1129.65307
Sunderam, Vaidy S. (ed.) et al., Computational science – ICCS 2005. 5th international conference, Atlanta, GA, USA, May 22–25, 2005. Proceedings, Part I. Berlin: Springer (ISBN 3-540-26032-3/pbk). Lecture Notes in Computer Science 3514, 33-41 (2005).
Summary: Computing a few eigenpairs of large-scale matrices is a significant problem in science and engineering applications and a very active area of research. In this paper, two methods that compute extreme eigenpairs of positive-definite matrix pencils are combined into a hybrid scheme that inherits the advantages of both constituents. The hybrid algorithm is developed and analyzed in the framework of model-based methods for trace minimization.
For the entire collection see [Zbl 1073.68012].
For the entire collection see [Zbl 1073.68012].
MSC:
| 65F15 | Numerical computation of eigenvalues and eigenvectors of matrices |
