Preconditioned Lanczos method for generalized Toeplitz eigenvalue problems (Q1008663)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Preconditioned Lanczos method for generalized Toeplitz eigenvalue problems |
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Preconditioned Lanczos method for generalized Toeplitz eigenvalue problems (English)
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30 March 2009
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The authors propose the sine transformation-based preconditioner to compute the minimum eigenvalue of the generalized symmetric Toeplitz eigenvalue problem. Additionally, they study the convergence analysis and derive theoretical bounds on asymptotic convergence of the preconditioned Lanczos method. Finally, they demonstrate the applicability and efficiency of the proposed method and numerical results are presented, using MATLAB.
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Toeplitz matrix
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Sine transform
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Lanczos method
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preconditioning
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minimum eigenvalue
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convergence
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numerical results
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MATLAB
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