Preconditioning Block Lanczos Algorithm for Solving Symmetric Eigenvalue Problems

Preconditioning Block Lanczos Algorithm for Solving Symmetric Eigenvalue Problems

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.