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Sameh, Ahmed H.; Wisniewski, John A.

A trace minimization algorithm for the generalized eigenvalue problem. (English) Zbl 0493.65017

SIAM J. Numer. Anal. 19, 1243-1259 (1982).
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scan of Zbl 0493.65017

Cited in 34 Documents

MSC:

65F15 Numerical computation of eigenvalues and eigenvectors of matrices

Keywords:

trace minimization algorithm; smallest eigenvalues; large sparse generalized eigenvalue problem; constrained optimization; inverse iteration; rate of convergence; numerical experiments; comparisons
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