A Shifted Block Lanczos Algorithm for Solving Sparse Symmetric Generalized Eigenproblems

Autor:	Horst D. Simon, John G. Lewis, Roger G. Grimes
Rok vydání:	1994
Předmět:	Mathematical optimization Black box Selection strategy MathematicsofComputing_NUMERICALANALYSIS Code (cryptography) Lanczos algorithm Large applications Spectral transformation Focus (optics) Algorithm Analysis Block Lanczos algorithm Mathematics
Zdroj:	SIAM Journal on Matrix Analysis and Applications. 15:228-272
ISSN:	1095-7162 0895-4798
DOI:	10.1137/s0895479888151111
Popis:	An "industrial strength" algorithm for solving sparse symmetric generalized eigenproblems is described. The algorithm has its foundations in known techniques in solving sparse symmetric eigenproblems, notably the spectral transformation of Ericsson and Ruhe and the block Lanczos algorithm. However, the combination of these two techniques is not trivial; there are many pitfalls awaiting the unwary implementor. The focus of this paper is on identifying those pitfalls and avoiding them, leading to a "bomb-proof" algorithm that can live as a black box eigensolver inside a large applications code. The code that results comprises a robust shift selection strategy and a block Lanczos algorithm that is a novel combination of new techniques and extensions of old techniques.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::3e7c3c4a62105c51b3fc32d2f702e17a https://doi.org/10.1137/s0895479888151111 Zobrazit plný text záznamu