Results 41 to 50 of about 155 (114)

A Jacobi-Davidson method for solving complex symmetric eigenvalue problems

open access: yes, 2002
. We discuss variants of the Jacobi–Davidson method for solving the generalized complex-symmetric eigenvalue problem. The Jacobi–Davidson algorithm can be considered as an accelerated inexact Rayleigh quotient iteration. We show that it is appropriate to
E. Hochstenbach, Peter Arbenz, Michiel
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EIGENVALUEPROBLEMS*

open access: yes, 2008
. In this article, thequasi-Laguerre iteration is established inthe spiritofLaguerre’s iteration for solving polynomial f with all real zeros. The new algorithm, which maintains the monotonicity and global convergence of the Laguerre iteration, no longer
Siam J. Sci Comput   +4 more
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ABLE: an Adaptive Block Lanczos Method for Non-Hermitian Eigenvalue Problems

open access: yes, 1995
. This work presents an Adaptive Block Lanczos method for large scale non-Hermitian Eigenvalue problems (henceforth the ABLE method). The ABLE method is a block version of the non-Hermitian Lanczos algorithm. There are three innovations.
Zhaojun Bai, Qiang Ye, David Day
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Optimal trigonometric preconditioners for nonsymmetric Toeplitz systems [PDF]

open access: yes, 1998
. This paper is concerned with the solution of systems of linear equations T N xN = bN , where fT N gN2IN denotes a sequence of nonsingular nonsymmetricToeplitz matrices arising from a generating function of the Wiener class.
Steidl, Gabriele   +3 more
core   +1 more source

On Ill-Conditioned Eigenvalues, Multiple Roots of Polynomials, and their Accurate Computations

open access: yes, 1998
Algebraic eigenvalues with associated left and right eigenvectors (nearly) orthogonal, and polynomial roots that are multiple, have been known to be sensitive to perturbations in numerical computation and thereby ill-conditioned.
Zhonggang Zeng
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The Sinkhorn-Knopp algorithm: convergence and applications [PDF]

open access: yes, 2006
. As long as a square nonnegative matrix A contains sufficient nonzero elements, then the Sinkhorn-Knopp algorithm can be used to balance the matrix, that is, to find a diagonal scaling of A that is doubly stochastic.
Philip A. Knight, Knight, Philip A.
core   +1 more source

COMPUTING INTERIOR EIGENVALUES OF NONLINEAR HERMITEAN EIGENVALUE PROBLEMS

open access: yes, 2008
restart AMS subject classification. 65F15, 15A18, 35P30, 49R50, 65N25 Abstract. A nonlinear eigenvalue problem T(λ)x = 0, the eigenvalues of which satisfy a minmax characterization shares many valuable properties of linear Hermitean eigenvalue problems ...
Vera Lochmann   +2 more
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Superlinear Convergence Rates For The Lanczos Method Applied To Elliptic Operators [PDF]

open access: yes, 1996
. This paper investigates the convergence of the Lanczos method for computing the smallest eigenpair of a selfadjoint elliptic differential operator via inverse iteration (without shifts).
Hanke, Martin, Martin Hanke
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Computable convergence bounds for GMRES

open access: yes, 1998
The main purpose of this paper is the derivation of computable bounds on the residual norms of (full) GMRES. The new bounds depend on the initial guess and thus are conceptually different from standard 'worst-case' bounds. The analysis is valid
Jörg Liesen
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