LAPACK Users' Guide, 3rd Edition,
by E. Anderson, Z. Bai, C. Bischof, S. Blackford, J. Demmel,
J. Dongarra, J. Du Croz, A. Greenbaum, S. Hammarling, A. McKenney,
and D. Sorensen, xxvi+407 pages, SIAM, 1999
Introduction to LAPACK
in Handbook of Linear Algebra (2nd edition),
edited by L. Hogben ed., CRC Press, 2014
SRRIT:
simultaneous iteration method
for calculating the dominant invariant subspace of a
nonsymmetric matrix (Algorithm 776 in ACMS TOMS, Vol.23, 1997)
description article
A simple tutorial on model order reduction of large
scale dynamical systems by Krylov subspace-based methods
(1) article
(2) Matlab routines
and test data
Adaptive projection subspace dimension
for the thick-restart Lanczos method
(Paper,
Software)
PRISM: parallel research on invariant subspace methods for
solving eigenvalue problems.
Matlab codes for numerical computation of quadratic forms involving
large-scale matrix functions
Fortan routines of methods (QZ-based, matrix sign function,
and inverse-free iteration) for solving generalized algebraic
Riccati equations
Bio-sketch:
Zhaojun Bai is a Professor in the Department of Computer Science and
Department of Mathematics, University of California, Davis, and a Faculty
Computer Scientist at Lawrence Berkeley National Laboratory. He obtained
his PhD from Fudan University, China and postdoctoral fellowship from
Courant Institute, New York University.
His main research interests include linear algebra
algorithm design and analysis, mathematical
software engineering and applications in
computational science and engineering, and data science.
He participated a number of synergistic projects, such as LAPACK.
He is co-Editor-in-Chief of ACM TOMS,
and serves on editorial boards of JCM and Science China Mathematics
among others. Previously, he served as an associate editor of SIMAX,
vice chair of IEEE IPDPS and numerous other professional positions.
He is a Fellow of SIAM.