Title | ||
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A Thick-Restart Lanczos algorithm with polynomial filtering for Hermitian eigenvalue problems |
Abstract | ||
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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 |
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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 Li | 1 | 123 | 15.08 |
Yuanzhe Xi | 2 | 73 | 9.70 |
Eugene Vecharynski | 3 | 37 | 4.95 |
Chao Yang | 4 | 34 | 3.89 |
Yousef Saad | 5 | 1940 | 254.74 |