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EIGIFP

swMATH ID: 235
Software Authors: Money, James H.; Ye, Qiang; Golub, Gene H.
Description: 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.
Homepage: http://dl.acm.org/citation.cfm?id=1067973
Dependencies: Matlab
Related Software: JDQZ; JDQR; lobpcg.m; ARPACK; JDCG; IRAM; eigs; TRLan; PRIMME; Matlab; LAPACK; PRIMME_SVDS; PHSVDS; na26; BLOPEX; MatrixMarket; SLEPc; SparseMatrix; PROPACK; Harwell-Boeing sparse matrix collection
Cited in: 49 Publications

Standard Articles

2 Publications describing the Software, including 2 Publications in zbMATH Year
Algorithm 845: EIGIFP: A MATLAB program for solving large symmetric generalized eigenvalue problems. Zbl 1070.65531
Money, James H.; Ye, Qiang
2005
An inverse free preconditioned Krylov subspace method for symmetric generalized eigenvalue problems. Zbl 1016.65017
Golub, Gene H.; Ye, Qiang
2002
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Cited by 88 Authors

7 Miao, Cun-Qiang
6 Ye, Qiang
4 Bai, Zhongzhi
4 Li, Rencang
3 Stathopoulos, Andreas
3 Vecharynski, Eugene
3 Wu, Lingfei
2 Cui, Tiangang
2 Golub, Gene Howard
2 Lu, Linzhang
2 Marzouk, Youssef M.
2 Spantini, Alessio
2 Tenorio, Luis
2 Wolkowicz, Henry
2 Xue, Fei
1 Absil, Pierre-Antoine
1 Alkilayh, Maged
1 Arranz Carreño, Aurelio
1 Babuška, Ivo
1 Baglama, James
1 Bai, Zhaojun
1 Baker, C. G.
1 Bazilevs, Yuri
1 Choi, Young-Geun
1 Dax, Achiya
1 Evans, John A.
1 Fei, Shaoming
1 Gallivan, Kyle A.
1 Gambolati, Giuseppe
1 Gao, Xingbao
1 Ginestar, Damián
1 Huang, Deshuang
1 Hughes, Thomas J. R.
1 Imakura, Akira
1 Jiang, Rujun
1 Knyazev, Andrew V.
1 Li, Duan
1 Li, Ming
1 Liang, Jin-Min
1 Liang, Qiao
1 Liang, Xin
1 Liao, Li-Zhi
1 Lim, Johan
1 Lin, Huiling
1 Lin, Wenwei
1 Liu, Hao
1 Ma, Shiqian
1 Money, James H.
1 Muratova, Galina V.
1 Neymeyr, Klaus
1 Nie, Yong-ming
1 Nigam, Nilima
1 Niu, Qiang
1 Oliveira, Danilo Elias
1 Pandur, Marija Miloloža
1 Park, Junyong
1 Pini, Giorgio
1 Pollock, Sara
1 Pong, Ting Kei
1 Quillen, Patrick
1 Reichel, Lothar
1 Rixen, Daniel J.
1 Romero, Eloy
1 Roy, Anindya
1 Salahi, Maziar
1 Shen, Shuqian
1 Solonen, Antti
1 Szyld, Daniel B.
1 Taati, Akram
1 Tan, Xueyuan
1 Tsourakakis, Charalampos E.
1 Verdú, Gumersindo
1 Vidal-Ferràndiz, A.
1 Voormeeren, Sven
1 Voss, Heinrich
1 Wang, Li
1 Wang, Xiang
1 Wang, Yuanyuan
1 Willcox, Karen E.
1 Wu, Wenting
1 Xu, Yangyang
1 Yang, Chao
1 Yang, Junfeng
1 Zha, Hongyuan
1 Zhang, Lei-Hong
1 Zhang, Shao-Liang
1 Zhou, Ming
1 Zhu, Lin
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Cited in 26 Serials

9 SIAM Journal on Scientific Computing
5 Linear Algebra and its Applications
4 Journal of Computational and Applied Mathematics
2 Computer Methods in Applied Mechanics and Engineering
2 Applied Numerical Mathematics
2 Japan Journal of Industrial and Applied Mathematics
2 Numerical Algorithms
2 International Journal of Computer Mathematics
2 Computational Optimization and Applications
2 Computational and Applied Mathematics
2 Science China. Mathematics
1 ACM Transactions on Mathematical Software
1 BIT
1 Journal of Multivariate Analysis
1 Applied Mathematics Letters
1 Journal of Scientific Computing
1 Pattern Recognition
1 SIAM Journal on Optimization
1 Communications in Numerical Methods in Engineering
1 Numerical Linear Algebra with Applications
1 ETNA. Electronic Transactions on Numerical Analysis
1 Quantum Information Processing
1 Internet Mathematics
1 Mathematical Programming Computation
1 Numerical Algebra, Control and Optimization
1 Results in Applied Mathematics
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Cited in 11 Fields

38 Numerical analysis (65-XX)
16 Linear and multilinear algebra; matrix theory (15-XX)
7 Operations research, mathematical programming (90-XX)
5 Statistics (62-XX)
4 Computer science (68-XX)
1 Combinatorics (05-XX)
1 Partial differential equations (35-XX)
1 Probability theory and stochastic processes (60-XX)
1 Mechanics of particles and systems (70-XX)
1 Quantum theory (81-XX)
1 Biology and other natural sciences (92-XX)

Citations by Year