Comparative study of two algorithms for
Comparative study of two algorithms for the calculation of the extreme eigenvalues of large matrices
β
S.J. Sciutto
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Article
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1994
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Elsevier Science
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English
β 225 KB
Two algorithms for the calculation of extreme eigenvalues of large matrices recently presented are compared. The first one is a modification of the well-known power method with Chebyshev iterations to accelerate convergence and an auxiliary procedure capabable of automatically setting all the extern