Jacobi Correction Equation, Line Search, and Conjugate Gradients in Hermitian Eigenvalue Computation I: Computing an Extreme Eigenvalue

DOI10.1137/070688742zbMath1176.65043OpenAlexW2044333641MaRDI QIDQ3642893

Evgueni E. Ovtchinnikov

Publication date: 6 November 2009

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/070688742

zbMATH Keywords

iterative algorithmsconjugate gradientserror reductionconvergence estimatesextreme eigenvalueRayleigh quotient functionalgeneralized Davidson methodHermitian eigenvalue computationJacobi orthogonal complement correction equation

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Iterative numerical methods for linear systems (65F10)

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