Algorithm 827: Irbleigs: A MATLAB program for computing a few eigenpairs of a large sparse Hermitian matrix

ACM Transactions on Mathematical Software

Volumn 29, Issue 3, 2003, Pages 337-348

  Baglama, J ^a,d   Calvetti, D ^b   Reichel, L ^c  

^a UNIVERSITY OF RHODE ISLAND   (United States)

^b CASE WESTERN RESERVE UNIVERSITY   (United States)

^c KENT STATE UNIVERSITY   (United States)

^d University of Rhode Island   (United States)

Author keywords

Block Lanczos method; Eigenvalue computation; Generalized eigenproblem; Polynomial acceleration; Singular values

Indexed keywords

BLOCK LANCZOS METHOD; EIGENVALUE COMPUTATION; GENERALIZED EIGENPROBLEM; POLYNOMIAL ACCELERATION; SINGULAR VALUES;

APPROXIMATION THEORY; COMPUTATION THEORY; EIGENVALUES AND EIGENFUNCTIONS; LINEAR EQUATIONS; LINEAR SYSTEMS; MATRIX ALGEBRA; VECTORS;

ALGORITHMS;

EID: 2442576081     PISSN: 00983500     EISSN: None     Source Type: Journal    
DOI: 10.1145/838250.838257     Document Type: Article

References (8)

1. BAGLAMA, J. 2000. Dealing with linear dependence during the iterations of the restarted block Lanczos methods. Numer. Algorithms 26, 23-36.
2. BAGLAMA, J., CALVETTI, D., AND REICHEL, L. 1996. Iterative methods for the computation of a few eigenvalues of a large symmetric matrix. BIT 36, 400-421.
3. BAGLAMA, J., CALVETTI, D., AND REICHEL, L. 2003. IRBL: An implicitly restarted block Lanczos method for large-scale Hermitian eigenproblems. SIAM J. Sci. Comput. 24, 1650-1677.
4. BAGLAMA, J., CALVETTI, D., REICHEL, L., AND RUTTAN, A. 1998. Computation of a few small eigenvalues of a large matrix with applications to liquid crystal modeling. J. Comput. Phys. 146, 203-226.
5. CALVETTI, D., REICHEL, L., AND SORENSEN, D. C. 1994. An implicitly restarted Lanczos method for large symmetric eigenvalue problems. Elec. Trans. Numer. Anal. 2, 1-21.
6. LEHOUCQ, R. B., SOBENSEN, D. C., AND YANG, C. 1998. ARPACK Users' Guide: Solution of Large-Scale Eigenvalue Problems with Implicitly Restarted Arnoldi Methods. SIAM, Philadelphia, Pa. Code available at web site http://www.caam. rice.edu/software/ARPACK.
7. MATHWORKS. 1998. MATLAB Application Program Interface Guide, Version 5.
8. SORENSEN, D. C. 1992. Implicit application of polynomial filters in a k-step Arnoldi method. SIAM J. Matrix Anal. Appl. 13, 357-385.