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Toward the optimal preconditioned eigensolver: Locally optimal block preconditioned conjugate gradient method. (English) Zbl 0992.65028

MSC:
65F15 Numerical computation of eigenvalues and eigenvectors of matrices
65F35 Numerical computation of matrix norms, conditioning, scaling
Software:
JDCG; JDQR; JDQZ; LOBPCG; lobpcg.m
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