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Algorithm 845

James H. Money, Qiang Ye

ACM Transactions on Mathematical Software1 Jun 2005

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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.

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Published
1 Jun 2005
Publisher
Association for Computing Machinery
Issue
Volume 31 · Issue 2 · Pages 270–279
ISSN
0098-3500
Language
EN

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