A MODIFIED INVERSE ITERATION FOR A LARGE SPARSE SPD GENERALIZED EIGENPROBLEM

1999高等学校计算数学学报：英文版Computer Science被引 0

摘要

In this paper, an algorithm based on a shifted inverse power iteration for computing generalized eigenvalues with corresponding eigenvectors of a large scale sparse symmetric positive definite matrix pencil is presented. It converges globally with a cubic asymptotic convergence rate, preserves sparsity of the original matrices and is fully parallelizable. The algebraic multilevel itera-tion method (AMLI) is used to improve the efficiency when symmetric positive definite linear equa-tions need to be solved.

引用本文（GB/T 7714）

於崇华, Owe Axelsson. A MODIFIED INVERSE ITERATION FOR A LARGE SPARSE SPD GENERALIZED EIGENPROBLEM[J]. 高等学校计算数学学报：英文版, 1999.

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