Factored Inverses of Real Symmetric Matrices
Jane Cullum, Ralph A. Willoughby
Abstract
Jane Cullum, Ralph A. Willoughby
Abstract
The FORTRAN codes in this chapter address the question of computing distinct eigenvalues and corresponding eigenvectors of a real symmetric matrix by applying a single-vector Lanczos procedure to the inverse of an associated matrix B ≡ PCPT, where C = S0*A + SHIFT*I. The scalars S0 and SHIFT are specified by the user, selected in such a way that the resulting matrix C (or B) has a reasonable numerical condition. The permutation matrix P is chosen so that for a sparse matrix A, the resulting factorization of B is also sparse.
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The FORTRAN codes in this chapter address the question of computing distinct eigenvalues and corresponding eigenvectors of a real symmetric matrix by applying a single-vector Lanczos procedure to the inverse of an associated matrix B ≡ PCPT, where C = S0*A + SHIFT*I. The scalars S0 and SHIFT are specified by the user, selected in such a way that the resulting matrix C (or B) has a reasonable numerical condition. The permutation matrix P is chosen so that for a sparse matrix A, the resulting factorization of B is also sparse.
Key concepts: Eigenvalues and eigenvectors, Symmetric matrix, Matrix (chemical analysis), Mathematics, Permutation matrix, Sparse matrix, Centrosymmetric matrix, Inverse