Displaying similar documents to “Algorithm 19. Calculation of all eigenvalues of a real matrix”

On some properties of the Laplacian matrix revealed by the RCM algorithm

Francisco Pedroche, Miguel Rebollo, Carlos Carrascosa, Alberto Palomares (2016)

Czechoslovak Mathematical Journal

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In this paper we present some theoretical results about the irreducibility of the Laplacian matrix ordered by the Reverse Cuthill-McKee (RCM) algorithm. We consider undirected graphs with no loops consisting of some connected components. RCM is a well-known scheme for numbering the nodes of a network in such a way that the corresponding adjacency matrix has a narrow bandwidth. Inspired by some properties of the eigenvectors of a Laplacian matrix, we derive some properties based on row...

An alternating minimization algorithm for Factor Analysis

Valentina Ciccone, Augusto Ferrante, Mattia Zorzi (2019)

Kybernetika

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The problem of decomposing a given covariance matrix as the sum of a positive semi-definite matrix of given rank and a positive semi-definite diagonal matrix, is considered. We present a projection-type algorithm to address this problem. This algorithm appears to perform extremely well and is extremely fast even when the given covariance matrix has a very large dimension. The effectiveness of the algorithm is assessed through simulation studies and by applications to three real benchmark...

A parallel block Lanczos algorithm and its implementation for the evaluation of some eigenvalues of large sparse symmetric matrices on multicomputers

Mario Guarracino, Francesca Perla, Paolo Zanetti (2006)

International Journal of Applied Mathematics and Computer Science

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In the present work we describe HPEC (High Performance Eigenvalues Computation), a parallel software package for the evaluation of some eigenvalues of a large sparse symmetric matrix. It implements an efficient and portable Block Lanczos algorithm for distributed memory multicomputers. HPEC is based on basic linear algebra operations for sparse and dense matrices, some of which have been derived by ScaLAPACK library modules. Numerical experiments have been carried out to evaluate HPEC...

Pivoting algorithm in class of ABS methods

Gabriela Kálnová (1996)

Archivum Mathematicum

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Summary: The paper deals with a pivoting modification of the algorithm in the class of ABS methods. Numerical experiments compare this pivoting modification with the fundamental version. A hybrid algorithm for the solution of the linear system with the Hankel matrix is introduced.