Journal
SIAM JOURNAL ON SCIENTIFIC COMPUTING
Volume 24, Issue 1, Pages 312-334Publisher
SIAM PUBLICATIONS
DOI: 10.1137/S1064827500382579
Keywords
Krylov subspace; preconditioning; eigenvalue problems
Categories
Ask authors/readers for more resources
In this paper, we present an inverse free Krylov subspace method for finding some extreme eigenvalues of the symmetric definite generalized eigenvalue problem Ax = lambdaBx. The basic method takes a form of inner-outer iterations and involves no inversion of B or any shift-and-invert matrix A - lambda(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.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available