Abstract | ||
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We survey some unusual eigenvalue problems arising in different applications. We show that all these problems can be cast
as problems of estimating quadratic forms. Numerical algorithms based on the well-known Gauss-type quadrature rules and Lanczos
process are reviewed for computing these quadratic forms. These algorithms reference the matrix in question only through a
matrix-vector product operation. Hence it is well suited for large sparse problems. Some selected numerical examples are presented
to illustrate the efficiency of such an approach.
|
Year | DOI | Venue |
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1998 | 10.1007/10703040_2 | VECPAR |
Keywords | Field | DocType |
unusual eigenvalue problems,quadratic form,quadrature rule | Gauss–Kronrod quadrature formula,Lanczos process,Applied mathematics,Mathematical optimization,Quadratic form,Computer science,Matrix (mathematics),Theoretical computer science,Quadrature (mathematics),Divide-and-conquer eigenvalue algorithm,Eigenvalues and eigenvectors,Inverse iteration | Conference |
ISBN | Citations | PageRank |
3-540-66228-6 | 1 | 0.80 |
References | Authors | |
2 | 2 |
Name | Order | Citations | PageRank |
---|---|---|---|
Zhaojun Bai | 1 | 661 | 107.69 |
Gene H. Golub | 2 | 2558 | 856.07 |