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.
|Number of pages||17|
|Journal||Numerical Algebra, Control and Optimization|
|State||Published - Mar 1 2016|
Bibliographical notePublisher Copyright:
© 2016, American Institute of Mathematical Sciences. All rights reserved.
ASJC Scopus subject areas
- Algebra and Number Theory
- Control and Optimization
- Applied Mathematics