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An accelerated subspace iteration method for generalized eigenproblems
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DOI：10.1016/S0045-7949(98)00153-9.png)
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An accelerated subspace iteration for generalized eigenproblems is proposed by combining the repeated inverse iteration with the over-relaxation technique. Two schemes are developed to obtain an over-relaxation factor. Numerical results show that the proposed acceleration is efficient and numerically stable for eigenproblems with a large number of eigenpairs required or with close eigenvalues. (C) 1999 Elsevier Science Ltd. All rights reserved.
Keyword:
generalized eigenproblem
eigenvalue
eigenvector
subspace iteration method
overrelaxation
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