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- research-articleJanuary 2019
Accuracy of the Lanczos Process for the Eigenproblem and Solution of Equations
SIAM Journal on Matrix Analysis and Applications (SIMAX), Volume 40, Issue 4Pages 1371–1398https://doi.org/10.1137/17M1133725In [SIAM J. Matrix Anal. Appl., 31 (2010), pp. 2347--2359] it was shown that $k$ steps of the finite precision Lanczos process for tridiagonalizing an $n\times n$ Hermitian matrix $A$ could be viewed as an exact Lanczos process for a $(k+n)\times (k+n)$ ...
- research-articleJanuary 2016
On the Method by Rostami for Computing the Real Stability Radius of Large and Sparse Matrices
SIAM Journal on Scientific Computing (SISC), Volume 38, Issue 3Pages A1662–A1681https://doi.org/10.1137/15M1029709In a recent paper, Rostami [SIAM J. Sci. Comput, 37 (2015), pp. S447--S471] has presented an interesting algorithm for the computation of the real pseudospectral abscissa and the real stability radius (aka the distance to instability) of a square matrix $A \...
- research-articleDecember 2006
Matrix-free preconditioning using partial matrix estimation
AbstractWe consider matrix-free solver environments where information about the underlying matrix is available only through matrix vector computations which do not have access to a fully assembled matrix. We introduce the notion of partial matrix ...
- articleMay 2006
Modified Gram-Schmidt (MGS), Least Squares, and Backward Stability of MGS-GMRES
SIAM Journal on Matrix Analysis and Applications (SIMAX), Volume 28, Issue 1Pages 264–284https://doi.org/10.1137/050630416The generalized minimum residual method (GMRES) [Y. Saad and M. Schultz, SIAM J. Sci. Statist. Comput., 7 (1986), pp. 856-869] for solving linear systems Ax=b is implemented as a sequence of least squares problems involving Krylov subspaces of ...
- research-articleJanuary 2002
Residual and Backward Error Bounds in Minimum Residual Krylov Subspace Methods
SIAM Journal on Scientific Computing (SISC), Volume 23, Issue 6Pages 1898–1923https://doi.org/10.1137/S1064827500381239Minimum residual norm iterative methods for solving linear systems Ax=b can be viewed as, and are often implemented as, sequences of least squares problems involving Krylov subspaces of increasing dimensions. The minimum residual method (MINRES) [C. Paige ...
- articleJanuary 2002
Algebraic Multilevel Methods and Sparse Approximate Inverses
SIAM Journal on Matrix Analysis and Applications (SIMAX), Volume 24, Issue 1Pages 191–218https://doi.org/10.1137/S0895479899364441In this paper we introduce a new approach to algebraic multilevel methods and their use as preconditioners in iterative methods for the solution of symmetric positive definite linear systems. The multilevel process and, in particular, the coarsening ...
- articleMarch 1996
The design of a new frontal code for solving sparse, unsymmetric systems
ACM Transactions on Mathematical Software (TOMS), Volume 22, Issue 1Pages 30–45https://doi.org/10.1145/225545.225550We describe the design, implementation, and performance of a frontal code for the solution of large, sparse, unsymmetric systems of linear equations. The resulting software package, MA42, is included in Release 11 of the Harwell Subroutine Library and is ...
- articleDecember 1995
An Arnoldi code for computing selected eigenvalues of sparse, real, unsymmetric matrices
ACM Transactions on Mathematical Software (TOMS), Volume 21, Issue 4Pages 432–475https://doi.org/10.1145/212066.212091Arnoldi methods can be more effective than subspace iteration methods for computing the dominant eigenvalues of a large, sparse, real, unsymmetric matrix. A code, EB12, for the sparse, unsymmetric eigenvalue problem based on a subspace iteration ...
- articleJune 1993
Computing selected eigenvalues of sparse unsymmetric matrices using subspace iteration
ACM Transactions on Mathematical Software (TOMS), Volume 19, Issue 2Pages 137–159https://doi.org/10.1145/152613.152614This paper discusses the design and development of a code to calculate the eigenvalues of a large sparse real unsymmetric matrix that are the rightmost, leftmost, or are of the largest modulus. A subspace iteration algorithm is used to compute a sequence ...