A Fast Randomized Eigensolver with Structured LDL Factorization Update
نویسندگان
چکیده
منابع مشابه
A Fast Randomized Eigensolver with Structured LDL Factorization Update
In this paper, we propose a structured bisection method with adaptive randomized sampling for finding selected or all of the eigenvalues of certain real symmetric matrices A. For A with a low-rank property, we construct a hierarchically semiseparable (HSS) approximation and show how to quickly evaluate and update its inertia in the bisection method. Unlike some existing randomized HSS construct...
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ژورنال
عنوان ژورنال: SIAM Journal on Matrix Analysis and Applications
سال: 2014
ISSN: 0895-4798,1095-7162
DOI: 10.1137/130914966