2008
DOI: 10.1016/j.jcp.2008.06.038
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Computing several eigenpairs of Hermitian problems by conjugate gradient iterations

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Cited by 13 publications
(9 citation statements)
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“…BEAn uses the pre-release version of the Python package RALEIGH, a general-purpose eigenvalue problem solver that implements the block conjugate gradient algorithm [19], to compute eigenvectors of the data covariance matrix. Unlike most other eigensolvers, RALEIGH does not require the number of desired eigenvalues to be specified by the user.…”
Section: Principal Component Analysismentioning
confidence: 99%
“…BEAn uses the pre-release version of the Python package RALEIGH, a general-purpose eigenvalue problem solver that implements the block conjugate gradient algorithm [19], to compute eigenvectors of the data covariance matrix. Unlike most other eigensolvers, RALEIGH does not require the number of desired eigenvalues to be specified by the user.…”
Section: Principal Component Analysismentioning
confidence: 99%
“…These features facilitate efficient exploitation of highly optimized matrix–matrix multiplication subroutines from the BLAS library and modern multicore computer architectures. The BJCG algorithm is based on the block conjugate gradient method of and is implemented as the software package SPRAL_SSMFE, which is available within the SPRAL mathematical software library .…”
Section: Solving the Generalized Eigenvalue Problemmentioning
confidence: 99%
“…In , various suggestions for σ i have been studied thoroughly to arrive at the conclusion that most of them are asymptotically equivalent and make the value ψ ( v i + 2 ) ‘nearly’ the smallest possible for a given v i + 1 and u i . It should be noted that the value of σ i that makes ψ ( v i + 2 ) the smallest possible can be computed by finding the minimum of ψ ( v ) among all linear combinations of v i + 1 ,∇ ψ ( v i + 1 ) and u i ; however, this locally optimal version of CG is numerically unstable .…”
Section: Solving the Generalized Eigenvalue Problemmentioning
confidence: 99%
“…Generalizations of spectral approximations for holomorphic Fredholm operator functions are derived in the papers [5,6]. Preconditioned iterative methods for solving linear spectral problems are proposed and investigated in the papers [7][8][9][10][11][12][13][14]. Iterative methods for solving spectral problems with nonlinear parameter are proposed and investigated in the papers [15][16][17][18][19][20][21][22][23][24][25][26].…”
Section: Introductionmentioning
confidence: 99%