Algorithm 845
Published in ACM Transactions on Mathematical Software • Jun 1, 2005
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Authors:,
James H. Money
Qiang Ye
Abstract
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 importan...
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