Inexact inverse iteration for generalized eigenvalue problems

DOI10.1023/A:1022388317839zbMath0984.65032OpenAlexW62683955MaRDI QIDQ1592692

Gene H. Golub, Qiang Ye

Publication date: 30 April 2002

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1022388317839

zbMATH Keywords

convergencenumerical resultsnumerical examplesgeneralized eigenvalue problemstopping criterionconvection diffusion equationinverse iteration methodinner-outer iterationsshift-and-invert

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Estimates of eigenvalues in context of PDEs (35P15) Numerical methods for eigenvalue problems for boundary value problems involving PDEs (65N25)

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