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 | |
| State | Published - 2005 |
Keywords
- Additional Key Words and Phrases: Krylov subspace methods
- Eigenvalue
- Generalized eigenvalue problem
- Preconditioning
ASJC Scopus subject areas
- Software
- Applied Mathematics