| Package Name | JDQR |
| Author(s) |
Diederik Fokkema Gerard Sleijpen Henk A. van der Vorst |
| Version | no version number available |
| Date | 1998 |
| Language | MATLAB 5.1 |
| Platform(s) | any |
| References |
4.7
for Hermitian Eigenvalue Problem 7.12 for Non-Hermitian Eigenvalue Problem |
| Functionality |
The JDQR and JDQZ methods
are based on the JD method. In these methods an effective restart strategy is
incorporated. JDQR
computes solutions of the standard eigenproblem and
JDQZ
computes solutions of the generalized eigenproblem.
The JDQR algorithm can be used for computing a few selected eigenvalues with some desirable property together with the associated eigenvectors of a matrix A. The matrix can be real or complex, Hermitian or non-Hermitian. The algorithm is effective especially in case A is sparse and of large size. The Jacobi-Davidson method is used to compute a partial Schur decomposition of A. The decomposition leads to the wanted eigenpairs. |
| Location | http://www.math.uu.nl/people/sleijpen/JD_software/JDQR.html |
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