Minimization principles and computation for the generalized linear response eigenvalue problem

نویسندگان

  • Zhaojun Bai
  • Ren-Cang Li
چکیده

The minimization principle and Cauchy-like interlacing inequalities for the generalized linear response eigenvalue problem are presented. Based on these theoretical results, the best approximations through structure-preserving subspace projection and a locally optimal block conjugate gradient-like algorithm for simultaneously computing the first few smallest eigenvalues with the positive sign are proposed. Numerical results are presented to illustrate essential convergence behaviors of the proposed algorithm.

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تاریخ انتشار 2014