A geometric theory for preconditioned inverse iteration applied to a subspace

ABSTRACT. The aim of this paper is to provide a convergence analysis for a preconditioned subspace iteration, which is designated to determine a modest number of the smallest eigenvalues and its corresponding invariant subspace of eigenvectors of a large, symmetric positive definite matrix. The algorithm is built upon a subspace implementation of preconditioned inverse iteration, i.e. the well

• Type: Journal
• Year: 2002
• Where: MOC
• Authors: Klaus Neymeyr
• Keywords: Inverse Iteration, Inverse Iteration Procedure, MOC 2002, Preconditioned Subspace Iteration