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The State of Large-Scale Hermitian Eigenvalue Solvers

Scientific Computing
Speaker: Andreas Stathopoulos
Location: 3083 Kemper Hall
When: Fri Oct 23, 2009 15:10
Host: Zhaojun Bai
Hermitian Eigenvalue problems continue to be a largely unavoidable bottleneck in many applications. We discuss current state of the art eigenmethods, their successes and limitations, and revisit Lanczos type algorithms which have fallen out of favor because they cannot utilize multiple initial guesses and preconditioning. We also discuss our promising recent eigCG technique that finds Lanczos quality eigenpairs without keeping the whole Lanczos basis.