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252-0504-00 G
Numerical Methods for Solving Large Scale Eigenvalue Problems
(Spring semester 2012)
Lecture notes
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Chapter
1 (Examples of eigenvalue problems, corrected Feb 28, 2012)
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Chapter 2
(Basics)
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Chapter 3
(QR algorithm, updated Mar 13, 2012)
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Chapters
4 and 5 (Cuppen's divide & conquer argorithm / LAPACK)
These two chapters are not covered in the lecture.
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Chapter
6 (Vector iteration aka power method)
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Chapter 7
(Subspace iteration, updated Apr 3, 2012)
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Chapter 8
(Krylov spaces, updated Apr 16, 2012)
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Chapter 9
(Arnoldi and Lanczos algorithms)
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Chapter 10
(Restarting Arnoldi and Lanczos algorithms, updated May 7, 2012)
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Chapter 11
(Jabobi-Davidson method)
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The
complete 2010 lecture notes
Comments to arbenz@inf.ethz.ch. |