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Subspace iterative methods for eigenvalue problems

โœ Scribed by T. Zhang; G.H. Golub; K. H. Law


Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
169 KB
Volume
294
Category
Article
ISSN
0024-3795

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โœฆ Synopsis


This paper presents novel perturbation bounds for generalized symmetric positive deยฎnite 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 deยฎnite systems. A preconditioned version of this subspace iterative method is also studied.


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