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A THICK-RESTART LANCZOS ALGORITHM WITH POLYNOMIAL FILTERING FOR HERMITIAN EIGENVALUE PROBLEMS

delete2016-01-01
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AI
R
Ruipeng Li *
Y
Yuanzhe Xi
E
Eugene Vecharynski
C
Chao Yang
Y
Yousef Saad
DOI:10.1137/15M1054493delete
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Abstract

Abstract

En 中文
Polynomial filtering can provide a highly effective means of computing all eigenvalues of a real symmetric (or complex Hermitian) matrix that are located in a given interval, anywhere in the spectrum. This paper describes a technique for tackling this problem by combining a thick restart version of the Lanczos algorithm with deflation (locking) and a new type of polynomial filter obtained from a least-squares technique. The resulting algorithm can be utilized in a spectrum slicing approach whereby a very large number of eigenvalues and associated eigenvectors of the matrix are computed by extracting eigenpairs located in different subintervals independently from one another.
Keywords:
Lanczos algorithm
polynomial filtering
thick-restart
deflation
spectrum slicing
interior eigenvalue problems
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Journal

SIAM Journal on Scientific Computing cover
SIAM Journal on Scientific Computing
IF:
2.6
Papers:
5.1K
Citations:
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Organization

L
Lawrence Livermore National Laboratory
Scholars:
6.0K
Papers: 3.8K
Citations: 9
U
united states department of energy (doe)
Scholars:
11.3W
Papers: 9.6W
Citations: 246