An Acceleration Method for the Subspace Iteration
نویسندگان
چکیده
منابع مشابه
An Accelerated Subspace Iteration Method
The analysis of a number of physical phenomena requires the solution of an eigenproblem. It is therefore natural that with the increased use of computational methods operating on discrete representations of physical problems the development of efficient algorithms for the calculation of eigenvalues and eigenvectors has attracted much attention [l]-[8]. In particular, the use of finite element a...
متن کاملThe subspace iteration method – Revisited
The objective in this paper is to present some recent developments regarding the subspace iteration method for the solution of frequencies and mode shapes. The developments pertain to speeding up the basic subspace iteration method by choosing an effective number of iteration vectors and by the use of parallel processing. The subspace iteration method lends itself particularly well to shared an...
متن کاملA new subspace iteration method for the algebraic Riccati equation
We consider the numerical solution of the continuous algebraic Riccati equation AX +XA−XFX +G = 0, with F = F , G = G of low rank and A large and sparse. We develop an algorithm for the low rank approximation of X by means of an invariant subspace iteration on a function of the associated Hamiltonian matrix. We show that the sought after approximation can be obtained by a low rank update, in th...
متن کاملA New Inexact Inverse Subspace Iteration for Generalized Eigenvalue Problems
In this paper, we represent an inexact inverse subspace iteration method for computing a few eigenpairs of the generalized eigenvalue problem Ax = Bx [Q. Ye and P. Zhang, Inexact inverse subspace iteration for generalized eigenvalue problems, Linear Algebra and its Application, 434 (2011) 1697-1715 ]. In particular, the linear convergence property of the inverse subspace iteration is preserved.
متن کاملSubspace Iteration for Eigenproblems
We discuss a novel approach for the computation of a number of eigenvalues and eigenvectors of the standard eigenproblem Ax = x. Our method is based on a combination of the Jacobi-Davidson method and the QR-method. For that reason we refer to the method as JDQR. The eeectiveness of the method is illustrated by a numerical example.
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: Linear Algebra and its Applications
سال: 1989
ISSN: 0024-3795
DOI: 10.1016/s0024-3795(16)30312-3