The Lanczos Method with Semi-Definite Inner Product

被引：0
|
作者：
Karl Meerbergen
机构：
[1] Free Field Technologies,
来源：
BIT Numerical Mathematics | 2001年 / 41卷
关键词：
Eigenvalue problem; positive semi-definite matrice; Lanczos method;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
The spectral transformation Lanczos method is very popular for solving large scale real symmetric generalized eigenvalue problems. The method uses a special inner product so that the symmetric Lanczos method can be used. Sometimes, a semi-definite inner product must be used. This may lead to instabilities and break-down. In this paper, we suggest cures for breakdown by use of implicit restarting and the pseudo-Lanczos method.
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页码：1069 / 1078
页数：9
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