CONJUGATE-GRADIENT METHODS FOR THE RAYLEIGH QUOTIENT MINIMIZATION OF GENERALIZED EIGENVALUE PROBLEMS

被引：20

作者：

YANG, H

机构：

[1] Institut für Angewandte Mathematik, Universität Zürich, Zürich, CH-8001

来源：

COMPUTING | 1993年 / 51卷 / 01期

关键词：

CONJUGATE GRADIENT; RAYLEIGH QUOTIENT; EIGENVALUE; EIGENVECTOR;

D O I：

10.1007/BF02243830

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

Here we consider a modified version of the Rayleigh quotient conjugate gradient method of Bradbury and Fletcher for the computation of the smallest eigenvalue and a corresponding eigenvector of Ax = lambdaBx, where A and B are real symmetric and B is positive definite. Global convergence to an eigenpair is proved and, under certain conditions, convergence to the lowest eigenpair is obtained.

引用

页码：79 / 94

页数：16

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