Iteration methods in eigenvalue problems (Q1062725): Difference between revisions

Let H be an n-dimensional Euclidean space with inner product (u,v) and C(H) the set of all linear, selfadjoint and positive operators from H into H. Let \(L\in C(H)\), \(M\in C(H)\) and: (1) \(Lu=\lambda Mu\) (u\(\in H)\) be the eigenvalue problem. For \(A\in C(H)\) the space H with the inner product \((u,v)_ A=(Au,v)\) is denoted by \(H_ A\). Let \(\{u_ 1,u_ 2,...,u_ N\}\) be an orthonormal basis (not fixed in advance) of \(H_ M\), where: \(Lu_ i=\lambda_ iMu_ i\), \(i=1,2,...,N\), \(\lambda_ 1\leq \lambda_ 2\leq...\leq \lambda_ N.\) Further, let: \(\omega_ 0=\{i|\) there exists an approximation \(\bar u_ i\) of \(u_ i\}\) and \(Q=Q_{\omega_ 0}=span\{u_ i| i\in \omega_ 0\}\), \(\bar Q=\bar Q_{\omega_ 0}=span\{\bar u_ i| i\in \omega_ 0\}\). P and \(\bar P\) denote the orthogonal projections in \(H_ M\) on Q and \(\bar Q,\) respectively. Let \(B\in C(H)\), \(\bar u^ 0\in \bar Q^{\perp}\), \(\| \bar u^ 0\|_ M=1\), \(\mu (u)=(Lu,u)(Mu,u)^{-1}\). In this paper the author investigates an iteration method for (1) of the form: \(\tilde u^{n+1}=\bar u^ n- \gamma \bar P B^{-1}(L\bar u^ n-\mu (\bar u^ n)M\bar u^ n)+\xi^ n\), \(\bar u^{n+1}=\tilde u^{n+1}\| \tilde u^{n+1}\|_ M^{- 1}\), where \(\bar P^{\perp}\xi^ n=\xi^ n\) and \(\gamma\) is an iteration parameter.