A parallelizable and fast algorithm for verylarge generalized eigenproblemsHenk

نویسنده

  • Henk A. van der Vorst
چکیده

We discuss a novel iterative approach for the computation of a number of eigenvalues and eigenvectors of the generalized eigenprob-lem Ax = Bx. Our method is based on a combination of the Jacobi-Davidson method and the QZ-method. For that reason we refer to the method as JDQZ. The eeectiveness of the method is illustrated by a numerical example.

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تاریخ انتشار 2007