期刊
SIAM JOURNAL ON SCIENTIFIC COMPUTING
卷 24, 期 1, 页码 312-334出版社
SIAM PUBLICATIONS
DOI: 10.1137/S1064827500382579
关键词
Krylov subspace; preconditioning; eigenvalue problems
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.
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