Pregled bibliografske jedinice broj: 738985
An indefinite variant of LOBPCG for definite matrix pencils
An indefinite variant of LOBPCG for definite matrix pencils // Numerical algorithms, 66 (2014), 4; 681-703 doi:10.1007/s11075-013-9754-3 (međunarodna recenzija, članak, znanstveni)
CROSBI ID: 738985 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
An indefinite variant of LOBPCG for definite matrix pencils
Autori
Kressner, Daniel ; Miloloža Pandur, Marija ; Shao, Meiyue
Izvornik
Numerical algorithms (1017-1398) 66
(2014), 4;
681-703
Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni
Ključne riječi
eigenvalue; definite matrix pencil; minimization principle; LOBPCG
Sažetak
In this paper, we propose a novel preconditioned solver for generalized Hermitian eigenvalue problems. More specifically, we address the case of a definite matrix pencil A−λB , that is, A, B are Hermitian and there is a shift λ_0 such that A−λ_0 B is definite. Our new method can be seen as a variant of the popular LOBPCG method operating in an indefinite inner product. It also turns out to be a generalization of the recently proposed LOBP4DCG method by Bai and Li for solving product eigenvalue problems. Several numerical experiments demonstrate the effectiveness of our method for addressing certain product and quadratic eigenvalue problems.
Izvorni jezik
Engleski
Znanstvena područja
Matematika
POVEZANOST RADA
Ustanove:
Sveučilište u Osijeku, Odjel za matematiku
Citiraj ovu publikaciju:
Časopis indeksira:
- Current Contents Connect (CCC)
- Web of Science Core Collection (WoSCC)
- Science Citation Index Expanded (SCI-EXP)
- SCI-EXP, SSCI i/ili A&HCI
- Scopus
