Prof. Dr. Peter Arbenz
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252-0504-00 G
Numerical Methods for Solving Large Scale Eigenvalue Problems
(Spring semester 2012)
Exercises are an integral part of the lecture.
Exercises
Assignment 1
(Separation of variables, Matlab PDE toolbox)
Model solution
Assignment 2
(You will need the following m-file :
kmeans.m
)
Model solution
Assignment 3
(QR algorithm)
(You will need the following m-files :
compare_methods.m
,
qr_shift.m
,
qr_double_shift.m
)
Model solution
Assignment 4
(Vector iteration)
Model solution
Assignment 5
(Rayleigh quotient iteration)
(You will need the following m-file:
newton_rqi.m
)
Model solution
Assignment 6
(Subspace iteration)
(You will need the following m-files:
svit.m
,
auto.m
)
Model solution
Assignment 7
(Krylov spaces)
Model solution
Assignment 8
(Arnoldi)
(You will need the following m-files:
templates08.tgz
)
Model solution
Assignment 9
(Thick restart Lanczos)
Model solution
Assignment 10
(Jacobi-Davidson)
(You will need the following m-files :
generate_matrices.m
,
jacobi_davidson_qr.m
Comments to
arbenz@inf.ethz.ch
.
Addresses
Exercises
Lecture notes