A New Inexact Inverse Subspace Iteration for Generalized Eigenvalue Problems

Subject Areas : History and biography

M. Amirfakhrian ¹ , F. Mohammad ²

1 - Department of Mathematics, Islamic Azad University, Central Tehran Branch, PO. Code 14168-94351, Iran
2 - Department of Mathematics, Islamic Azad University, Central Tehran Branch, PO. Code 14168-94351, Iran

Received: 2012-01-01 Accepted : 2015-01-01 Published : 2012-06-01

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

Abstract :

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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