Algorithm 845: EIGIFP: a MATLAB program for solving large symmetric generalized eigenvalue problems

James H. Money, Qiang Ye

Code and Data Abstract

eigifp is a MATLAB program for computing a few extreme eigenvalues and eigenvectors of the large symmetric generalized eigenvalue problem Ax = λ Bx. It is a black-box implementation of an inverse free preconditioned Krylov subspace projection method developed by Golub and Ye [2002]. It has important features that allow it to solve some difficult problems without any input from users. It is particularly suitable for problems where preconditioning by the standard shift-and-invert transformation is not feasible.

Article

Paper Abstract

eigifp is a MATLAB program for computing a few extreme eigenvalues and eigenvectors of the large symmetric generalized eigenvalue problem Ax = λ Bx. It is a black-box implementation of an inverse free preconditioned Krylov subspace projection method developed by Golub and Ye [2002]. It has important features that allow it to solve some difficult problems without any input from users. It is particularly suitable for problems where preconditioning by the standard shift-and-invert transformation is not feasible.

James H. Money, Qiang Ye, et al. "Algorithm 845: EIGIFP: a MATLAB program for solving large symmetric generalized eigenvalue problems." Journal ACM Transactions on Mathematical Software (TOMS).     doi:10.1145/1067967.1067973. Retrieved 10/23/2018 from researchcompendia.org/compendia/2013.7/

Compendium Type: Published Papers
Primary Research Field: Computer and Information Sciences
Secondary Research Field: Mathematics
Content License: Public Domain Mark
Code License: MIT License

Page Owner

jenn.seiler@gmail.com

created 12/12/2013

modified 01/16/2014

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