Abstract
An algorithm is proposed for computing some of the eigenvalues and the corresponding eigenvectors of the generalized eigenvalue problem for symmetric positive-definite matrices stored in profile form on disk.
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Literature Cited
B. Parlett, The Symmetric Eigenvalue Problem [Russian translation], Mir, Moscow (1983).
K. Bathe and E. Wilson, Numerical Methods in Finite-Element Analysis [Russian translation], Stroiizdat, Moscow (1982).
P. S. Jensen, "The solution of large symmetric eigenproblems by sectioning," SIAM J. Num. Anal.,9, 534–545 (1972).
Software Package for ES Computers for Computation of Eigenvalues and Eigenvectors of Matrices (Full, Banded, Profile, Sparse) with Estimation of the Reliability of the Results (SPAN) [in Russian], Kiev (1990). Unpublished manuscript, GFAN AN UkrSSR, No. APO301 29.12.90.
Additional information
Translated from Kibernetika i Sistemnyi Analiz, No. 2, pp. 141–147, March–April, 1992.
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Molchanov, I.N., Popov, A.V. & Khimich, A.N. Algorithm to solve the partial eigenvalue problem for large profile matrices. Cybern Syst Anal 28, 281–286 (1992). https://doi.org/10.1007/BF01126215
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DOI: https://doi.org/10.1007/BF01126215