A partial preconditioned conjugate gradient method for large eigenproblems (Q1090067)

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scientific article; zbMATH DE number 4007571
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A partial preconditioned conjugate gradient method for large eigenproblems
scientific article; zbMATH DE number 4007571

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    A partial preconditioned conjugate gradient method for large eigenproblems (English)
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    1987
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    Numerical methods for large symmetric eigenvalue problems \(Ax=\lambda Bx\), of the type occurring in structural engineering computations are studied. A c-g method for minimization of the Rayleigh quotient, combined with SSOR preconditioning, is described and tested on a couple of numerical examples.
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    conjugate gradient method
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    successive overrelaxation
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    large symmetric eigenvalue problems
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    Rayleigh quotient
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    SSOR preconditioning
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    numerical examples
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