Simultaneous Rayleigh-quotient minimization methods for Ax=lambdaBx

DOI10.1016/0024-3795(80)90166-4zbMath0475.65021OpenAlexW2069340633MaRDI QIDQ1159440

D. E. Longsine, Stephen F. McCormick

Publication date: 1980

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(80)90166-4

zbMATH Keywords

convergence accelerationnumerical experimentsgeneralized eigenproblemsimultaneous iterationRitz projectionasymptotic rates of convergenceconjugate-gradient techniquesRayleigh quotient techniquessimultaneous determination of several eigenvalues

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Extrapolation to the limit, deferred corrections (65B05)

Related Items (23)

Convergence Analysis of Discrete High-Index Saddle Dynamics ⋮ CONJUGATE GRADIENT METHODS FOR SOLVING THE SMALLEST EIGENPAIR OF LARGE SYMMETRIC EIGENVALUE PROBLEMS ⋮ An improved iterative optimization technique for the leftmost eigenpairs of large symmetric matrices ⋮ A partial preconditioned conjugate gradient method for large eigenproblems ⋮ Hybrid preconditioning for iterative diagonalization of ill-conditioned generalized eigenvalue problems in electronic structure calculations ⋮ Reformulations for general advection-diffusion-reaction equations and locally implicit ADER schemes ⋮ Accelerated simultaneous iterations for large finite element eigenproblems ⋮ Computation of minimum eigenvalue through minimization of rayleigh's quotient for large sparse matrices using vector computer: ⋮ THE HYPERBOLIC QUADRATIC EIGENVALUE PROBLEM ⋮ Iterative minimization of the Rayleigh quotient by block steepest descent iterations ⋮ Conditional gradient method for double-convex fractional programming matrix problems ⋮ A subspace preconditioning algorithm for eigenvector/eigenvalue computation ⋮ A robust adaptive algebraic multigrid linear solver for structural mechanics ⋮ Computing several eigenpairs of Hermitian problems by conjugate gradient iterations ⋮ On the computation of the eigenproblems of hydrogen and helium in strong magnetic and electric fields with the sparse grid combination technique ⋮ Multilevel preconditioned iterative eigensolvers for Maxwell eigenvalue problems ⋮ A block preconditioned steepest descent method for symmetric eigenvalue problems ⋮ On a family of extremal polynomials ⋮ High-Index Optimization-Based Shrinking Dimer Method for Finding High-Index Saddle Points ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:3926873 Simultane Iterationsverfahren f�r gro�e allgemeine Eigenwertprobleme] ⋮ Conjugate gradient methods for the Rayleigh quotient minimization of generalized eigenvalue problems ⋮ A geometric theory for preconditioned inverse iteration. I: Extrema of Rayleigh quotient ⋮ A geometric theory for preconditioned inverse iteration. III: A short and sharp convergence estimate for generalized eigenvalue problems

Uses Software

• EISPACK

Cites Work

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• The eigenvalue problem \((A-\lambda B)x = 0\) for symmetric matrices of high order
• Simultaneous iteration for the matrix eigenvalue problem
• Two algorithms for treating \(Ax=\lambda Bx\)
• Matrix eigensystem routines. EISPACK guide extension
• Finite hybrid elements to compute the ideal magnetohydrodynamic spectrum of an axisymmetric plasma
• Computational aspects of F. L. Bauer's simultaneous iteration method
• New iterative methods for solution of the eigenproblem
• Solution methods for eigenvalue problems in structural mechanics
• Methods of conjugate gradients for solving linear systems

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