A Lanczos method for large-scale extreme Lorentz eigenvalue problems

Lei-Hong Zhang CHUNGEN SHEN WEI HONG YANG JOAQUIM J. JU ́DICE

Numerical Linear Algebra Optimization and Control mathscidoc:1904.26002

SIAM J. MATRIX ANAL. APPL., 2018.4
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eigenvalue problem, eigenvalue complementarity problem, copositivity, second- order cone problem
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@inproceedings{lei-hong2018a,
  title={A Lanczos method for large-scale extreme Lorentz eigenvalue problems},
  author={Lei-Hong Zhang, CHUNGEN SHEN, WEI HONG YANG, and JOAQUIM J. JU ́DICE},
  url={http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20190424161008366686264},
  booktitle={SIAM J. MATRIX ANAL. APPL.},
  year={2018},
}
Lei-Hong Zhang, CHUNGEN SHEN, WEI HONG YANG, and JOAQUIM J. JU ́DICE. A Lanczos method for large-scale extreme Lorentz eigenvalue problems. 2018. In SIAM J. MATRIX ANAL. APPL.. http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20190424161008366686264.
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