A New Inexact Inverse Subspace Iteration for Generalized Eigenvalue Problems

محورهای موضوعی : History and biography

M. Amirfakhrian ¹ (Department of Mathematics, Islamic Azad University, Central Tehran Branch, PO. Code 14168-94351, Iran)
F. Mohammad ² (Department of Mathematics, Islamic Azad University, Central Tehran Branch, PO. Code 14168-94351, Iran)

تاریخ دریافت : 1390/10/11 تاریخ پذیرش : 1393/10/11 تاریخ انتشار : 1391/03/12

کلید واژه: convergence, Eigenvalue problem, inexact inverse iteration, subspace iteration, Approximation, inner-outer iteration,

چکیده مقاله :

In this paper, we represent an inexact inverse subspace iteration method for computing a few eigenpairs of the generalized eigenvalue problem Ax = Bx [Q. Ye and P. Zhang,Inexact inverse subspace iteration for generalized eigenvalue problems, Linear Algebra andits Application, 434 (2011) 1697-1715 ]. In particular, the linear convergence property of theinverse subspace iteration is preserved.

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