Inexact inverse iteration for symmetric matrices
✍ Scribed by Jörg Berns-Müller; Ivan G. Graham; Alastair Spence
- Publisher
- Elsevier Science
- Year
- 2006
- Tongue
- English
- Weight
- 306 KB
- Volume
- 416
- Category
- Article
- ISSN
- 0024-3795
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In this paper, we propose an inexact inverse iteration method for the computation of the eigenvalue with the smallest modulus and its associated eigenvector for a large sparse matrix. The linear systems of the traditional inverse iteration are solved with accuracy that depends on the eigenvalue with
For large sparse saddle point problems, Chen and Jiang recently studied a class of generalized inexact parameterized iterative methods (see [F. Chen, Y.-L. Jiang, A generalization of the inexact parameterized Uzawa methods for saddle point problems, Appl. Math. Comput. 206 (2008) 765-771]). In this
## Canonical correlation decomposition (CCD) Best approximation a b s t r a c t In this paper, we first give the solvability condition for the following inverse eigenproblem (IEP): given a set of vectors {x i } m i=1 in C n and a set of complex numbers {λ i } m i=1 , find a matrix A ∈ GSC n×n such