The trace minimization method for the symmetric generalized eigenvalue problem

被引：54

作者：

Sameh, A ^{[1
]}

Tong, ZY ^{[1
]}

机构：

[1] Purdue Univ, Dept Comp Sci, W Lafayette, IN 47907 USA

来源：

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS | 2000年 / 123卷 / 1-2期

基金：

美国国家科学基金会;

关键词：

trace minimization; Jacobi-Davidson scheme; eigenvalue; eigenvector;

D O I：

10.1016/S0377-0427(00)00391-5

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, the trace minimization method for the generalized symmetric eigenvalue problems proposed by Sameh and Wisniewski [35] is reviewed. Convergence of an inexact trace minimization algorithm is established and a variant of the algorithm that uses expanding subspaces is introduced and compared with the block Jacobi-Davidson algorithm. (C) 2000 Elsevier Science B.V. All rights reserved. MSC: 65F15.

引用

页码：155 / 175

页数：21

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