Title
A Thick-Restart Lanczos algorithm with polynomial filtering for Hermitian eigenvalue problems
Abstract
Polynomial filtering can provide a highly effective means of computing all eigenvalues of a real symmetric (or complex Hermitian) matrix that are located in a given interval, anywhere in the spectrum. This paper describes a technique for tackling this problem by combining a thick restart version of the Lanczos algorithm with deflation ("locking") and a new type of polynomial filter obtained from a least-squares technique. The resulting algorithm can be utilized in a "spectrum slicing" approach whereby a very large number of eigenvalues and associated eigenvectors of the matrix are computed by extracting eigenpairs located in different subintervals independently from one another.
Year
DOI
Venue
2016
10.1137/15M1054493
SIAM JOURNAL ON SCIENTIFIC COMPUTING
Keywords
DocType
Volume
Lanczos algorithm,polynomial filtering,thick-restart,deflation,spectrum slicing,interior eigenvalue problems
Journal
38
Issue
ISSN
Citations 
4
1064-8275
6
PageRank 
References 
Authors
0.53
11
5
Name
Order
Citations
PageRank
Ruipeng Li112315.08
Yuanzhe Xi2739.70
Eugene Vecharynski3374.95
Chao Yang4343.89
Yousef Saad51940254.74