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A Low-Rank Inexact Newton-Krylov Method for Stochastic Eigenvalue Problems

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Benner,  Peter
Computational Methods in Systems and Control Theory, Max Planck Institute for Dynamics of Complex Technical Systems, Max Planck Society;

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Onwunta,  Akwum
Computational Methods in Systems and Control Theory, Max Planck Institute for Dynamics of Complex Technical Systems, Max Planck Society;

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Stoll,  Martin
Numerical Linear Algebra for Dynamical Systems, Max Planck Institute for Dynamics of Complex Technical Systems, Max Planck Society;
TU Chemnitz;

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1710.09470.zip
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Citation

Benner, P., Onwunta, A., & Stoll, M. (in press). A Low-Rank Inexact Newton-Krylov Method for Stochastic Eigenvalue Problems. Computational Methods in Applied Mathematics. doi:10.1515/cmam-2018-0030.


Cite as: https://hdl.handle.net/21.11116/0000-0000-2E21-8
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