A subspace preconditioning algorithm for eigenvector/eigenvalue computation
نویسندگان
چکیده
منابع مشابه
A subspace preconditioning algorithm for eigenvector/eigenvalue computation
We consider the problem of computing a modest number of the smallest eigenvalues along with orthogonal bases for the corresponding eigenspaces of a symmetric positive definite operator A defined on a finite dimensional real Hilbert space V . In our applications, the dimension of V is large and the cost of inverting A is prohibitive. In this paper, we shall develop an effective parallelizable te...
متن کاملa new algorithm and software of individual life insurance and annuity computation
چکیده ندارد.
15 صفحه اولA Newton algorithm for invariant subspace computation with large basins of attraction
We study the global behaviour of a Newton algorithm on the Grassmann manifold for invariant subspace computation. It is shown that the basins of attraction of the invariant subspaces may collapse in case of small eigenvalue gaps. A Levenberg-Marquardt-like modification of the algorithm with low numerical cost is proposed. A simple strategy for choosing the parameter is shown to dramatically enl...
متن کاملCubically Convergent Iterations for Invariant Subspace Computation
We propose a Newton-like iteration that evolves on the set of fixed dimensional subspaces of Rn and converges locally cubically to the invariant subspaces of a symmetric matrix. This iteration is compared in terms of numerical cost and global behavior with three other methods that display the same property of cubic convergence. Moreover, we consider heuristics that greatly improve the global be...
متن کاملA Subspace Identiication Algorithm for Descriptor Systems
In this paper we present a subspace algorithm for identifying state space models for descriptor systems, directly from input/output data. The subspace algorithm avoids the use of Markov parameters which are diicult to estimate in practice. It also applies to unstable systems without diiculty.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Advances in Computational Mathematics
سال: 1996
ISSN: 1019-7168,1572-9044
DOI: 10.1007/bf02127702