Abstract
We survey some unusual eigenvalue problems arising in different applications. We show that all these problems can be cast as problems of estimating quadratic forms. Numerical algorithms based on the well-known Gauss-type quadrature rules and Lanczos process are reviewed for computing these quadratic forms. These algorithms reference the matrix in question only through a matrix-vector product operation. Hence it is well suited for large sparse problems. Some selected numerical examples are presented to illustrate the efficiency of such an approach.
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Bai, Z., Golub, G.H. (1999). Some Unusual Eigenvalue Problems. In: Hernández, V., Palma, J.M.L.M., Dongarra, J.J. (eds) Vector and Parallel Processing – VECPAR’98. VECPAR 1998. Lecture Notes in Computer Science, vol 1573. Springer, Berlin, Heidelberg. https://doi.org/10.1007/10703040_2
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DOI: https://doi.org/10.1007/10703040_2
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