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A simple iterative algorithm for generating selected eigenspaces of large matrices

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F Andreozzi, A Porrino and N Lo Iudice

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LETTER TO THE EDITOR

We propose a new iterative algorithm for generating a subset of eigenvalues and eigenvectors of large matrices which generalizes the method of optimal relaxations. We also give convergence criteria for the iterative process, and investigate its efficiency by evaluating computer storage and time requirements and by a few numerical tests.


PACS

02.60.-x Numerical approximation and analysis

02.10.Yn Matrix theory

02.10.Ud Linear algebra

MSC

65F10 Iterative methods for linear systems (See also 65N22)

65F30 Other matrix algorithms

Subjects

Mathematical physics

Computational physics

Dates

Issue 5 (8 February 2002)

Received 17 September 2001

Published 25 January 2002



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