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252-0504-00 G
Numerical Methods for Solving Large Scale Eigenvalue Problems
(Spring semester 2018)
Lecture notes
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Chapter
1 (Examples of eigenvalue problems, last updated Feb 20, 2018)
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Chapter 2
(Basics, last updated Feb 26, 2018)
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Chapter 3
(Newton methods, last updated Feb 26, 2018)
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Chapter 4
(QR algorithm, Mar 13, 2018)
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Chapters
5 & 6 (Cuppen's divide & conquer argorithm / LAPACK software for
dense problems)
These two chapters are not covered in the lecture.
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Chapter
7 (Vector iteration aka power method, updated Apr 26, 2018)
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Chapter 8
(Subspace iteration, Apr 4, 2016)
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Chapter 9
(Krylov spaces, updated Apr 19, 2016)
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Chapter 10
(Arnoldi and Lanczos algorithms, April 27, 2016)
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Chapter 11
(Restarting Arnoldi and Lanczos algorithms, May 4, 2016)
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Chapter 12
(Jacobi-Davidson method)
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Chapter 13
(Rayleigh quotient and trace minimization, updated May 17, 2016)
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The
complete lecture notes (2016)
Comments to arbenz@inf.ethz.ch. |