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

James H. Money; Y. E. Qiang

doi:10.1145/1067967.1067973

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

James H. Money, Y. E. Qiang

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22 Scopus citations

Abstract

eigif p is a MATLAB program for computing a few extreme eigenvalues and eigenvectors of the large symmetric generalized eigenvalue problem Ax = λBx. 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.

Original language	English
Pages (from-to)	270-279
Number of pages	10
Journal	ACM Transactions on Mathematical Software
Volume	31
Issue number	2
DOIs	https://doi.org/10.1145/1067967.1067973
State	Published - 2005

Keywords

Additional Key Words and Phrases: Krylov subspace methods
Eigenvalue
Generalized eigenvalue problem
Preconditioning

ASJC Scopus subject areas

Software
Applied Mathematics

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10.1145/1067967.1067973

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title = "Algorithm 845: EIGIFP: A MATLAB program for solving large symmetric generalized eigenvalue problems",

abstract = "eigif p is a MATLAB program for computing a few extreme eigenvalues and eigenvectors of the large symmetric generalized eigenvalue problem Ax = λBx. 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.",

keywords = "Additional Key Words and Phrases: Krylov subspace methods, Eigenvalue, Generalized eigenvalue problem, Preconditioning",

author = "Money, {James H.} and Qiang, {Y. E.}",

year = "2005",

doi = "10.1145/1067967.1067973",

language = "English",

volume = "31",

pages = "270--279",

number = "2",

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TY - JOUR

T1 - Algorithm 845

T2 - EIGIFP: A MATLAB program for solving large symmetric generalized eigenvalue problems

AU - Money, James H.

AU - Qiang, Y. E.

PY - 2005

Y1 - 2005

N2 - eigif p is a MATLAB program for computing a few extreme eigenvalues and eigenvectors of the large symmetric generalized eigenvalue problem Ax = λBx. 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.

AB - eigif p is a MATLAB program for computing a few extreme eigenvalues and eigenvectors of the large symmetric generalized eigenvalue problem Ax = λBx. 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.

KW - Additional Key Words and Phrases: Krylov subspace methods

KW - Eigenvalue

KW - Generalized eigenvalue problem

KW - Preconditioning

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DO - 10.1145/1067967.1067973

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SN - 0098-3500

VL - 31

SP - 270

EP - 279

JO - ACM Transactions on Mathematical Software

JF - ACM Transactions on Mathematical Software

IS - 2

ER -

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

Abstract

Keywords

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