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NA
2008
203views more  NA 2008»
13 years 10 months ago
Block Krylov-Schur method for large symmetric eigenvalue problems
Stewart's Krylov-Schur algorithm offers two advantages over Sorensen's implicitly restarted Arnoldi (IRA) algorithm. The first is ease of deflation of converged Ritz vect...
Yunkai Zhou, Yousef Saad
MOC
2002
120views more  MOC 2002»
13 years 10 months ago
Analysis of iterative methods for saddle point problems: a unified approach
In this paper two classes of iterative methods for saddle point problems are considered: inexact Uzawa algorithms and a class of methods with symmetric preconditioners. In both cas...
Walter Zulehner
MOC
2010
13 years 5 months ago
Sharpness in rates of convergence for the symmetric Lanczos method
The Lanczos method is often used to solve a large and sparse symmetric matrix eigenvalue problem. There is a well-established convergence theory that produces bounds to predict the...
Ren-Cang Li
CPHYSICS
2007
222views more  CPHYSICS 2007»
13 years 11 months ago
JADAMILU: a software code for computing selected eigenvalues of large sparse symmetric matrices
A new software code for computing selected eigenvalues and associated eigenvectors of a real symmetric matrix is described. The eigenvalues are either the smallest or those closes...
Matthias Bollhöfer, Yvan Notay
SIAMSC
2010
198views more  SIAMSC 2010»
13 years 9 months ago
Analysis of Block Parareal Preconditioners for Parabolic Optimal Control Problems
In this paper, we describe block matrix algorithms for the iterative solution of large scale linear-quadratic optimal control problems arising from the optimal control of parabolic...
Tarek P. Mathew, Marcus Sarkis, Christian E. Schae...