A New Inexact Inverse Subspace Iteration for Generalized Eigenvalue Problems

Authors

  • F. Mohammad Department of Mathematics, Islamic Azad University, Central Tehran Branch, PO. Code 14168-94351, Iran
  • M. Amirfakhrian Department of Mathematics, Islamic Azad University, Central Tehran Branch, PO. Code 14168-94351, Iran
Abstract:

In this paper, we represent an inexact inverse subspace iteration method for computing a few eigenpairs of the generalized eigenvalue problem Ax = Bx [Q. Ye and P. Zhang, Inexact inverse subspace iteration for generalized eigenvalue problems, Linear Algebra and its Application, 434 (2011) 1697-1715 ]. In particular, the linear convergence property of the inverse subspace iteration is preserved.

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Journal title

volume 01  issue 02

pages  97- 113

publication date 2012-06-01

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