Anasazi::RandomizedSolMgr Class Reference

The Anasazi::RandomizedSolMgr approximates largest eigenvalues/eigenvectors by performing a simple Rayleigh-Ritz projection over a random block of vectors. More...

#include <AnasaziRandomizedSolMgr.hpp>

Detailed Description

The Anasazi::RandomizedSolMgr approximates largest eigenvalues/eigenvectors by performing a simple Rayleigh-Ritz projection over a random block of vectors.

This algorithm is well-known. The implementation is adapted from that found in N. Halko et al, "Finding Structure with Randomness: Probabilistic Algorithms for Constructing Approximate Matrix Decompositions", SIAM Review, 53 (2011), pp. 217-288, https://doi.org/10.1137/090771806

Author

Jennifer A. Loe, Erik G. Boman, Heather M. Switzer

---

The documentation for this class was generated from the following file:

• AnasaziRandomizedSolMgr.hpp