Research in Numerical Analysis and Scientific Computing
Areas of interest include
ill-posed and inverse problems, image restoration
large-scale eigenvalue and singular value problems
iterative methods for large linear and nonlinear systems of equations
structured problems in linear algebra
orthogonal polynomials and quadrature
polynomials and rational approximation
applications and software
Click here
for papers published since 2001.
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for a recent cv.
Software
Eigenpairs of a large symmetric matrix
irbleigs.m
is a MATLAB program for computing a few eigenvalues and associated eigenvectors located anywhere in spectrum of a large sparse Hermitian matrix. The matrix is accessed only through the evaluation of matrix-vector products. In particular, neither factorization of the matrix nor the solution of linear systems of equations with the matrix is required.
irbleigs.m
also can compute eigenpairs of certain generalized eigenproblems. The MATLAB gui demo
irbldemo.m
is an easy to use interface for
irbleigs.m
, which allows a user to quickly change parameters in
irbleigs.m
and makes it easy to illustrate different parameter choices.
Click here
to download the MATLAB code
irbleigs.m
.
Click here
to download the MATLAB gui demo
irbldemo.m
.
Singular triplets of a large matrix
irbla.m
is a MATLAB program for computing a few of the largest or smallest singular values and associated singular vectors of a large matrix. The method implements thick restarts. The matrix is accessed only through the evaluation of matrix-vector products.
irblablk.m
is a MATLAB implementation of block version of the code
irbla.m
.
Click here
to download the MATLAB code
irlba.m
.
Click here
to download the MATLAB code
irlbablk.m
.
Click here
for a primer describing
irlba.m
and
irlbablk.m
.
Click here
to download the matrix
hypatia.gz
which is used in numerical experiments with the codes
irlba.m
and
irlbablk.m
described in
J. Baglama and L. Reichel, Augmented implicitly restarted Lanczos bidiagonalization methods, SIAM J. Sci. Comput., 27 (2005), pp. 19-42
J. Baglama and L. Reichel, Restarted block Lanczos bidiagonalization methods, Numer. Algorithms, 43 (2006), pp. 251-272