TR-2008006 : Additive Preconditioning , Eigenspaces , and the Inverse Iteration

Abstract

We incorporate our recent preconditioning techniques into the classical inverse power (Rayleigh quotient) iteration for computing matrix eigenvectors. Every loop of this iteration essentially amounts to solving an ill conditioned linear system of equations. Due to our modification we solve a well conditioned linear system instead. We prove that this… (More)

2 Figures and Tables

Topics

  • Presentations referencing similar topics