A simple iterative algorithm for generating selected eigenspaces of large matrices

Details A simple iterative algorithm for generating selected eigenspaces of large matrices A simple iterative algorithm for generating selected eigenspaces of large matrices

2001-02-21

arxiv.org/abs/physics/0102066v3

J. Phys. A: Math. Gen. 35 (2002) L61-L66

Physics

General Physics

7 pages, 1 figure

Scientific paper

10.1088/0305-4470/35/5/101

We propose a new iterative algorithm for generating a subset of eigenvalues
and eigenvectors of large matrices which generalizes the method of optimal
relaxations. We also give convergence criteria for the iterative process,
investigate its efficiency by evaluating computer storage and time requirements
and by a few numerical tests.

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