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AN INVERSE FREE PRECONDITIONED KRYLOV SUBSPACE METHOD FOR SYMMETRIC GENERALIZED EIGENVALUE PROBLEMS.
- Source :
-
SIAM Journal on Scientific Computing . 2002, Vol. 24 Issue 1, p312. 23p. - Publication Year :
- 2002
-
Abstract
- In this paper, we present an inverse free Krylov subspace method for finding some extreme eigenvalues of the symmetric definite generalized eigenvalue problem Ax = λBx. The basic method takes a form of inner-outer iterations and involves no inversion of B or any shift-and-invert matrix A - λ[sub 0]B. A convergence analysis is presented that leads to a preconditioning scheme for accelerating convergence through some equivalent transformations of the eigenvalue problem. Numerical examples are given to illustrate the convergence properties and to demonstrate the competitiveness of the method. [ABSTRACT FROM AUTHOR]
- Subjects :
- *EIGENVALUES
*ITERATIVE methods (Mathematics)
Subjects
Details
- Language :
- English
- ISSN :
- 10648275
- Volume :
- 24
- Issue :
- 1
- Database :
- Academic Search Index
- Journal :
- SIAM Journal on Scientific Computing
- Publication Type :
- Academic Journal
- Accession number :
- 9036771
- Full Text :
- https://doi.org/10.1137/S1064827500382579