Localization of the eigenvalues of a pencil of positive definite matrices

DOI10.1134/s0965542508110018MaRDI QIDQ6191468

Igor E. Kaporin

Publication date: 7 March 2024

Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL: http://mathnet.ru/eng/zvmmf79

zbMATH Keywords

positive definite matricespreconditioningminimal residual methoditerative solutionmatrix pencilsystem of linear algebraic equationsKrylov subspacelocalization of spectrumestimate for convergence rate

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18)

Cites Work

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• GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
• Some Remarks on the Elman Estimate for GMRES
• Conformal Mapping of the Interior of an Ellipse onto a Circle