Result: Algorithm 845: EIGIFP: a MATLAB program for solving large symmetric generalized eigenvalue problems

Title:
Algorithm 845: EIGIFP: a MATLAB program for solving large symmetric generalized eigenvalue problems
Authors:
Qiang Ye, James H. Money
Source:
ACM Transactions on Mathematical Software. 31:270-279
Publisher Information:
Association for Computing Machinery (ACM), 2005.
Publication Year:
2005
Subject Terms:
Numerical computation of eigenvalues and eigenvectors of matrices, Software, source code, etc. for problems pertaining to linear algebra, Packaged methods for numerical algorithms, 0101 mathematics, 01 natural sciences
Document Type:
Academic journal Article
File Description:
application/xml
Language:
English
ISSN:
1557-7295
0098-3500
DOI:
10.1145/1067967.1067973
Access URL:
https://zbmath.org/2188012
https://doi.org/10.1145/1067967.1067973
https://dblp.uni-trier.de/db/journals/toms/toms31.html#MoneyY05
https://doi.acm.org/10.1145/1067967.1067973
https://dl.acm.org/doi/10.1145/1067967.1067973
Rights:
URL: https://www.acm.org/publications/policies/copyright_policy#Background
Accession Number:
edsair.doi.dedup.....8e8e12b24afb3d3d3f984c6f28d3bd0a
Database:
OpenAIRE

Further Information

eigifp is a MATLAB program for computing a few extreme eigenvalues and eigenvectors of the large symmetric generalized eigenvalue problem Ax = λ Bx . It is a black-box implementation of an inverse free preconditioned Krylov subspace projection method developed by Golub and Ye [2002]. It has important features that allow it to solve some difficult problems without any input from users. It is particularly suitable for problems where preconditioning by the standard shift-and-invert transformation is not feasible.