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Factored Inverses of Real Symmetric Matrices

  • Jane K. Cullum
  • Ralph A. Willoughby
Part of the Progress in Scientific Computing book series (PSC, volume 4)

Abstract

The FORTRAN codes in this chapter address the question of computing distinct eigenvalues and corresponding eigenvectors of a real symmetric matrix by applying a single-vector Lanczos procedure to the inverse of an associated matrix B ≡ PCPT, where C = S0*A + SHIFT*I. The scalars S0 and SHIFT are specified by the user, selected in such a way that the resulting matrix C (or B) has a reasonable numerical condition. The permutation matrix P is chosen so that for a sparse matrix A, the resulting factorization of B is also sparse.

Keywords

Double Precision Distinct Eigenvalue Real Symmetric Matrix Inverse Iteration Real Symmetric Matrice 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Birkhäuser Boston, Inc. 1985

Authors and Affiliations

  • Jane K. Cullum
    • 1
  • Ralph A. Willoughby
    • 1
  1. 1.IBM T. J. Watson Research CenterYorktown HeightsUSA

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