Inexact Inverse Iterations for the Generalized Eigenvalue Problems
نویسندگان
چکیده
In this paper, we study an inexact inverse iteration with inner-outer iterations for solving the generalized eigenvalue problem Ax = Bx; and analyze how the accuracy in the inner iterations aaects the convergence of the outer iterations. By considering a special stopping criterion depending on a threshold parameter, we show that the outer iteration converges linearly with the threshold parameter as the convergence rate. We also discuss the total amount of work and asymptotic equivalence between this stopping criterion and a more standard one. Numerical examples are given to illustrate the theoretical results.
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