Fast Computation of Spectral Densities for Generalized Eigenvalue Problems
نویسندگان
چکیده
منابع مشابه
Fast Computation of Spectral Densities for Generalized Eigenvalue Problems
The distribution of the eigenvalues of a Hermitian matrix (or of a Hermitian matrix pencil) reveals important features of the underlying problem, whether a Hamiltonian system in physics, or a social network in behavioral sciences. However, computing all the eigenvalues explicitly is prohibitively expensive for real-world applications. This paper presents two types of methods to efficiently esti...
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ژورنال
عنوان ژورنال: SIAM Journal on Scientific Computing
سال: 2018
ISSN: 1064-8275,1095-7197
DOI: 10.1137/17m1135542