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Journal article
Algorithm 845
James H. Money, Qiang Ye
ACM Transactions on Mathematical Software1 Jun 2005
Algorithm 845
James H. Money, Qiang Ye · ACM Transactions on Mathematical Software · 1 Jun 2005
Abstract
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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.
Identifiers
- NobleID
- NI3P96W32R90S33
Discussion
Citations
Topics
Details
- Published
- 1 Jun 2005
- Publisher
- Association for Computing Machinery
- Issue
- Volume 31 · Issue 2 · Pages 270–279
- ISSN
- 0098-3500
- Language
- EN