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2002

A geometric theory for preconditioned inverse iteration applied to a subspace

10 years 11 months ago
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
Klaus Neymeyr
Added 22 Dec 2010
Updated 22 Dec 2010
Type Journal
Year 2002
Where MOC
Authors Klaus Neymeyr
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