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

James H. Money, Y. E. Qiang

Research output: Contribution to journalArticlepeer-review

21 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 languageEnglish
Pages (from-to)270-279
Number of pages10
JournalACM Transactions on Mathematical Software
Volume31
Issue number2
DOIs
StatePublished - 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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