ISSN:
1572-9044
Schlagwort(e):
Primary 65N30
;
Secondary 65F10
Quelle:
Springer Online Journal Archives 1860-2000
Thema:
Mathematik
Notizen:
Abstract 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 operatorA defined on a finite dimensional real Hilbert spaceV. In our applications, the dimension ofV is large and the cost of invertingA is prohibitive. In this paper, we shall develop an effective parallelizable technique for computing these eigenvalues and eigenvectors utilizing subspace iteration and preconditioning forA. Estimates will be provided which show that the preconditioned method converges linearly when used with a uniform preconditioner under the assumption that the approximating subspace is close enough to the span of desired eigenvectors.
Materialart:
Digitale Medien
URL:
http://dx.doi.org/10.1007/BF02127702
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