Convergence analysis of vector extended locally optimal block preconditioned extended conjugate gradient method for computing extreme eigenvalues

DOI10.1002/nla.2445WikidataQ115214686 ScholiaQ115214686MaRDI QIDQ5878509

Peter Benner, Xin Liang

Publication date: 21 February 2023

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2004.14002

zbMATH Keywords

convergence rate; extreme eigenvalue; LOBPCG; definite matrix pair; hyperbolic quadratic eigenvalue problem

Mathematics Subject Classification ID

65F15: Numerical computation of eigenvalues and eigenvectors of matrices

65F08: Preconditioners for iterative methods