A truncated-CG style method for symmetric generalized eigenvalue problems
نویسندگان
چکیده
منابع مشابه
A truncated - CG style method for symmetric generalized eigenvalue problems 1
A numerical algorithm is proposed for computing an extreme eigenpair of a symmetric/positive-definite matrix pencil (A, B). The leftmost or the rightmost eigenvalue can be targeted. Knowledge of (A, B) is only required through a routine that performs matrix-vector products. The method has excellent global convergence properties and its local rate of convergence is superlinear. It is based on a ...
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ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 2006
ISSN: 0377-0427
DOI: 10.1016/j.cam.2005.10.006