EIGIFP

eigifp is a MATLAB program for computing a few extreme eigenvalues and eigenvectors of the large symmetric generalized eigenvalue problem $Ax = \lambda Bx$. 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. (Source: http://dl.acm.org/)

This software is also peer reviewed by journal TOMS.

Keywords for this software

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References in zbMATH (referenced in 9 articles , 1 standard article )

Showing results 1 to 9 of 9.
Sorted by year (citations)

  1. Bai, ZhaoJun; Li, RenCang; Lin, WenWei: Linear response eigenvalue problem solved by extended locally optimal preconditioned conjugate gradient methods (2016)
  2. Imakura, Akira; Li, Ren-Cang; Zhang, Shao-Liang: Locally optimal and heavy ball GMRES methods (2016)
  3. Liang, Qiao; Ye, Qiang: Deflation by restriction for the inverse-free preconditioned Krylov subspace method (2016)
  4. Szyld, Daniel B.; Vecharynski, Eugene; Xue, Fei: Preconditioned eigensolvers for large-scale nonlinear Hermitian eigenproblems with variational characterizations. II. Interior eigenvalues (2015)
  5. Wang, Xiang; Lu, Lin-zhang; Niu, Qiang; Nie, Yong-ming: A refined variant of the inverse-free Krylov subspace method for symmetric generalized eigenvalue problems (2013)
  6. Lin, Huiling: An inexact spectral bundle method for convex quadratic semidefinite programming (2012)
  7. Quillen, Patrick; Ye, Qiang: A block inverse-free preconditioned Krylov subspace method for symmetric generalized eigenvalue problems (2010)
  8. Ye, Qiang; Zha, Hongyuan; Li, Ren-Cang: Analysis of an alignment algorithm for nonlinear dimensionality reduction (2007)
  9. Money, James H.; Ye, Qiang: Algorithm 845: EIGIFP: A MATLAB program for solving large symmetric generalized eigenvalue problems (2005)