CONJUGATE-GRADIENT METHODS FOR THE RAYLEIGH QUOTIENT MINIMIZATION OF GENERALIZED EIGENVALUE PROBLEMS

被引:20
|
作者
YANG, H
机构
[1] Institut für Angewandte Mathematik, Universität Zürich, Zürich, CH-8001
关键词
CONJUGATE GRADIENT; RAYLEIGH QUOTIENT; EIGENVALUE; EIGENVECTOR;
D O I
10.1007/BF02243830
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
Here we consider a modified version of the Rayleigh quotient conjugate gradient method of Bradbury and Fletcher for the computation of the smallest eigenvalue and a corresponding eigenvector of Ax = lambdaBx, where A and B are real symmetric and B is positive definite. Global convergence to an eigenpair is proved and, under certain conditions, convergence to the lowest eigenpair is obtained.
引用
收藏
页码:79 / 94
页数:16
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