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
来源：
COMPUTING | 1993年 / 51卷 / 01期
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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