PRECONDITIONING BLOCK LANCZOS ALGORITHM FOR SOLVING SYMMETRIC EIGENVALUE PROBLEMS  

作　　者：Hua Dai Peter Lancaster 

机构地区：[1]Nanjing University of Aeronautics and Astronautics,Naming,210018,China [2]University of Calgary,Calgary,Canada

出　　处：《Journal of Computational Mathematics》2000年第4期365-374,共10页计算数学（英文）

基　　金：National Natural Science Foundation of China;Jiangsu Province Natural Science Foundation;Jiangsu Province "333 Engineering

摘　　要：A preconditioned iterative method for computing a few eigenpairs of large sparse symmetric matrices is presented in this paper. The proposed method which combines the preconditioning techniques with the efficiency of block Lanczos algorithm is suitable for determination of the extreme eigenvalues as well as their multiplicities. The global convergence and the asymptotically quadratic convergence of the new method are also demonstrated. [ABSTRACT FROM AUTHOR]A preconditioned iterative method for computing a few eigenpairs of large sparse symmetric matrices is presented in this paper. The proposed method which combines the preconditioning techniques with the efficiency of block Lanczos algorithm is suitable for determination of the extreme eigenvalues as well as their multiplicities. The global convergence and the asymptotically quadratic convergence of the new method are also demonstrated. [ABSTRACT FROM AUTHOR]

关 键 词：EIGENVALUE EIGENVECTOR sparse matrices Lanczos method PRECONDITIONING 

分 类 号：O151.21[理学—数学]