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A subspace method for large-scale eigenvalue optimization. (English) Zbl 1378.65090

MSC:
65F15 Numerical computation of eigenvalues and eigenvectors of matrices
90C26 Nonconvex programming, global optimization
47B37 Linear operators on special spaces (weighted shifts, operators on sequence spaces, etc.)
47B07 Linear operators defined by compactness properties
Software:
MatrixMarket
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References:
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