Adaptive Model Trust Region Methods for Generalized Eigenvalue Problems

Computing a few eigenpairs of large-scale matrices is a significant problem in science and engineering applications and a very active area of research. In this paper, two methods that compute extreme eigenpairs of positive-definite matrix pencils are combined into a hybrid scheme that inherits the advantages of both constituents. The hybrid algorithm is developed and analyzed in the framework of model-based methods for trace minimization.

• Type: Conference
• Year: 2005
• Where: ICCS
• Authors: Pierre-Antoine Absil, C. G. Baker, Kyle A. Gallivan, Ahmed H. Sameh
• Keywords: Hybrid Scheme, ICCS 2005, Large-scale Matrices, Positive-definite Matrix Pencils