Subspace iterative methods for eigenvalue problems

被引：8
|
作者：
Zhang, T [1 ]
Golub, GH
Law, KH
机构：
[1] Stanford Univ, Dept Civil & Environm Engn, Stanford, CA 94305 USA
[2] Stanford Univ, Sci Comp & Computat Math Program, Stanford, CA 94305 USA
[3] IBM Corp, Thomas J Watson Res Ctr, Yorktown Hts, NY 10598 USA
来源：
LINEAR ALGEBRA AND ITS APPLICATIONS | 1999年 / 294卷 / 1-3期
基金：
美国国家科学基金会;
关键词：
eigenvalue problem; domain decomposition; Schwarz; subspace decomposition; fictitious domain; subspace approximation; precondition; inverse iteration; Rayleigh quotient;
D O I：
10.1016/S0024-3795(99)00074-9
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
This paper presents novel perturbation bounds for generalized symmetric positive definite eigenvalue problems. The bounds provide the insights for an observed computational phenomenon that is not easily explained by the existing bounds developed previously. Using the new bounds, we provide an analysis of a subspace Newton type procedure for computing a few extreme eigenpairs for generalized symmetric positive definite systems. A preconditioned version of this subspace iterative method is also studied. (C) 1999 Elsevier Science Inc. All rights reserved.
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页码：239 / 258
页数：20
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