Year: 2000
Journal of Computational Mathematics, Vol. 18 (2000), Iss. 4 : pp. 365–374
Abstract
A preconditioned iterative method for computing a few eigenpairs of large sparse symmetric matrices is presented in this paper. The proposed method which combines the preconditioning techniques with the efficiency of block Lanczos algorithm is suitable for determination of the extreme eigenvalues as well as their multiplicities. The global convergence and the asymptotically quadratic convergence of the new method are also demonstrated.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/2000-JCM-9049
Journal of Computational Mathematics, Vol. 18 (2000), Iss. 4 : pp. 365–374
Published online: 2000-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 10
Keywords: eigenvalue eigenvector sparse matrices Lanczos method preconditioning.