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A Trace Minimization Algorithm for the Generalized Eigenvalue Problem - MaRDI portal

A Trace Minimization Algorithm for the Generalized Eigenvalue Problem (Q3956309)

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A Trace Minimization Algorithm for the Generalized Eigenvalue Problem
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    A Trace Minimization Algorithm for the Generalized Eigenvalue Problem (English)
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    1982
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    trace minimization algorithm
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    smallest eigenvalues
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    large sparse generalized eigenvalue problem
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    constrained optimization
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    inverse iteration
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    rate of convergence
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    numerical experiments
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    comparisons
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