Abstract
A deation by restriction scheme is developed for the inverse-free preconditioned Krylov subspace method for computing a few extreme eigen-values of the definite symmetric generalized eigenvalue problem Ax =λBx. The convergence theory for the inverse-free preconditioned Krylov subspace method is generalized to include this deation scheme and numerical examples are presented to demonstrate the convergence properties of the algorithm with the deation scheme.
Original language | English |
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Pages (from-to) | 55-71 |
Number of pages | 17 |
Journal | Numerical Algebra, Control and Optimization |
Volume | 6 |
Issue number | 1 |
DOIs | |
State | Published - Mar 1 2016 |
Bibliographical note
Publisher Copyright:© 2016, American Institute of Mathematical Sciences. All rights reserved.
ASJC Scopus subject areas
- Algebra and Number Theory
- Control and Optimization
- Applied Mathematics