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Results tagged with na.numerical-analysis
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user 17416
Numerical algorithms for problems in analysis and algebra, scientific computation
4
votes
0
answers
135
views
What do we know about the generalized eigenvalue problem involving a projector?
Consider a matrix $A\in\mathbb{R}^{n\times n}$ and a projector $P\in\mathbb{R}^{n\times n}$.
Are there results regarding the generalized eigenpairs $(v,\lambda)$ of the generalized eigenproblem
$ …
- 325
7
votes
1
answer
316
views
Who first observed that Conjugate Gradient for Symmetric Positive Definite linear systems is...
Conjugate gradient was originally presented in the 50's before the modern understanding of Krylov subspaces (and the resulting iterative methods) was fully realized. As such, the method was derived u …
- 325
9
votes
Efficiently computing a few localized eigenvectors
To build on Federico's answer, why not run a restarted Lanczos iteration but compute harmonic Ritz vectors to get approximations to the interior eigenpairs? For something so small, though, why not ju …
- 325