Version 1.1.0

18th July 2013

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  • Double

HSL_EA20 fractional power of a sparse self-adjoint positive-definite pencil

HSL_EA20 is a suite of Fortran 95 procedures for computing the product of the s-root of a sparse self-adjoint positive-definite matrix by a vector using a scalar product derived by a second symmetric positive-definite matrix. Given two n × n symmetric positive-definite matrices A and M, and a vector u, the package uses the Lanczos method, applied to the matrix pencil (M,A), to approximate

M1Asu,s (1,1).

Reverse communication is used. Control is returned to the user for the products of A with a vector z, of M with a vector x, or of M1 with a vector w.