Numerical solutions for large sparse quadratic eigenvalue problems (Q1899377)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Numerical solutions for large sparse quadratic eigenvalue problems |
scientific article; zbMATH DE number 803712
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical solutions for large sparse quadratic eigenvalue problems |
scientific article; zbMATH DE number 803712 |
Statements
Numerical solutions for large sparse quadratic eigenvalue problems (English)
0 references
16 June 1996
0 references
An algorithm is given for computing few of the smallest positive eigenvalues of large sparse quadratic eigenvalue problems. The authors state that the proposed algorithm sometimes requires more computational time than other presently known methods, but it guarantees convergence to the smallest positive eigenvalue, even in the case when the reciprocal of this eigenvalue is surrounded by the reciprocals of many complex eigenvalues. The convergence can be accelerated by Newton iterations having quadratic convergence. The algorithm has a reasonable stopping criterion. The proposed algorithm can be regarded as a global convergence method for computing a desired eigenvalue.
0 references
convergence acceleration
0 references
algorithm
0 references
smallest positive eigenvalues
0 references
large sparse quadratic eigenvalue problem
0 references
Newton iterations
0 references
quadratic convergence
0 references
global convergence
0 references
0 references
0 references
0 references
0 references