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Abstract

Computing a few eigenpairs of large-scale matrices is a significant problem in science and engineering applications and a very active area of research. In this paper, two methods that compute extreme eigenpairs of positive-definite matrix pencils are combined into a hybrid scheme that inherits the advantages of both constituents. The hybrid algorithm is developed and analyzed in the framework of model-based methods for trace minimization.
This work was supported by NSF Grants ACI0324944 and CCR9912415, and by the School of Computational Science of Florida State University.

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