FOM-inverse vector iteration method for computing a few smallest (largest) eigenvalues of pair (A,B)

被引：6

作者：

Najafi, H. Saberi ^{[1
]}

Refahi, A. ^{[1
]}

机构：

[1] Guilan Univ, Dept Math, Fac Sci, Rasht, Iran

来源：

APPLIED MATHEMATICS AND COMPUTATION | 2007年 / 188卷 / 01期

关键词：

eigenvalue; symmetric matrix; FOM; Krylov subspace; arnoldi; deflation;

D O I：

10.1016/j.amc.2006.10.019

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this article a new method for computing a few smallest (largest) eigenvalues of, symmetric positive definite problem, AX = lambda BX is presented. This is a kind of an inner-outer iteration method. The implementation of the algorithm has been tested by numerical examples, the results show that the algorithm converges fast and works with high accuracy. (C) 2006 Elsevier Inc. All rights reserved.

引用

页码：641 / 647

页数：7

共 11 条

[1]

Datta B.N., 1994, Numerical Linear Algebra and Applications

[2] Weighted FOM and GMRES for solving nonsymmetric linear systems [J].