Title
Some Unusual Eigenvalue Problems
Abstract
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
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 Bai1661107.69
Gene H. Golub22558856.07