8 search results - page 1 / 2 » Block Krylov-Schur method for large symmetric eigenvalue pro... |
NA
2008
13 years 4 months ago
2008
Stewart's Krylov-Schur algorithm offers two advantages over Sorensen's implicitly restarted Arnoldi (IRA) algorithm. The first is ease of deflation of converged Ritz vect...
MOC
2002
13 years 4 months ago
2002
In this paper two classes of iterative methods for saddle point problems are considered: inexact Uzawa algorithms and a class of methods with symmetric preconditioners. In both cas...
MOC
2010
12 years 11 months ago
2010
The Lanczos method is often used to solve a large and sparse symmetric matrix eigenvalue problem. There is a well-established convergence theory that produces bounds to predict the...
CPHYSICS
2007
13 years 4 months ago
2007
A new software code for computing selected eigenvalues and associated eigenvectors of a real symmetric matrix is described. The eigenvalues are either the smallest or those closes...
SIAMSC
2010
13 years 3 months ago
2010
In this paper, we describe block matrix algorithms for the iterative solution of large scale linear-quadratic optimal control problems arising from the optimal control of parabolic...