The trace minimization method for the symmetric generalized eigenvalue problem

[摘要] In this paper, the trace minimization method for the generalized symmetric eigenvalue problems proposed by Sameh and Wisniewski [35] is reviewed. Convergence of an inexact trace minimization algorithm is established and a variant of the algorithm that uses expanding subspaces is introduced and compared with the block Jacobi-Davidson algorithm. (C) 2000 Elsevier Science B.V. All rights reserved. MSC: 65F15.

[发布日期] 2000-11-01

[关键词] trace minimization;Jacobi-Davidson scheme;eigenvalue;eigenvector