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

Peter Benner, Akwum Onwunta, Martin Stoll. A Low-Rank Inexact Newton-Krylov Method for Stochastic Eigenvalue Problems. Comput. Meth. in Appl. Math., 19(1):5-22, 2019. [doi]

Abstract

Abstract is missing.