ETH Zuerich

Prof. Dr. Peter Arbenz

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252-0504-00 G
Numerical Methods for Solving Large Scale Eigenvalue Problems
(Spring semester 2018)

 

Lecture notes 

  • Chapter 1 (Examples of eigenvalue problems, last updated Feb 20, 2018)
  • Chapter 2 (Basics, last updated Feb 26, 2018)
  • Chapter 3 (Newton methods, last updated Feb 26, 2018)
  • Chapter 4 (QR algorithm, Mar 13, 2018)
  • Chapters 5 & 6 (Cuppen's divide & conquer argorithm / LAPACK software for dense problems)
    These two chapters are not covered in the lecture.
  • Chapter 7 (Vector iteration aka power method, updated Apr 26, 2018)
  • Chapter 8 (Subspace iteration, Apr 4, 2016)
  • Chapter 9 (Krylov spaces, updated Apr 19, 2016)
  • Chapter 10 (Arnoldi and Lanczos algorithms, April 27, 2016)
  • Chapter 11 (Restarting Arnoldi and Lanczos algorithms, May 4, 2016)
  • Chapter 12 (Jacobi-Davidson method)
  • Chapter 13 (Rayleigh quotient and trace minimization, updated May 17, 2016)

  • The complete lecture notes (2016)

Comments to arbenz@inf.ethz.ch.

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