New iterative methods for solution of the eigenproblem
暂无分享,去创建一个
SummaryRecently developed minimization methods are applied to the minimization of the Rayleigh quotient of a general eigensystem, producing efficient iterative methods for finding the extremal eigenvalues and associated eigenvectors. Numerical results are quoted for systems of widely differing order, and an assessment of the methods is made, together with how they compare against other well-known methods.
[1] E. Stiefel,et al. Refined Iterative Methods for Computation of the Solution and the Eigenvalues of Self-Adjoint Boundary Value Problems , 1959 .
[2] Roger Fletcher,et al. A Rapidly Convergent Descent Method for Minimization , 1963, Comput. J..
[3] L. Fox. An introduction to numerical linear algebra , 1964 .
[4] C. M. Reeves,et al. Function minimization by conjugate gradients , 1964, Comput. J..
[5] J. H. Wilkinson. The algebraic eigenvalue problem , 1966 .