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作者:

Liu, Xin (Liu, Xin.) | Hao, Chunlin (Hao, Chunlin.) | Cheng, Minghou (Cheng, Minghou.)

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EI Scopus SCIE

摘要:

In this paper, we introduce a geometric model for linear symmetric eigenvalue problem, which is motivated by the fact that any eigenvalue of a symmetric positive definite matrix A is the reciprocal of the square length of an axis of the ellipsoid x(T) Ax = 1. Hence, to find the largest eigenvalue is equivalent to calculate the shortest axis of the corresponding ellipsoid. Two sequential subspace projection algorithms based on this idea are proposed, and we establish the global convergence and local linear convergence rate of our proposed algorithms. Numerical experiments demonstrate that our algorithm outperforms the MATLAB built-in solver "EIGS" which calls the famous package "ARPACK".

关键词:

linear eigenvalue problem global convergence Rayleigh-Ritz quotient Sequential subspace projection method linear convergence rate

作者机构:

  • [ 1 ] [Liu, Xin]Chinese Acad Sci, Acad Math & Syst Sci, State Key Lab Sci & Engn Comp, Beijing 100190, Peoples R China
  • [ 2 ] [Hao, Chunlin]Beijing Univ Technol, Beijing 100124, Peoples R China
  • [ 3 ] [Cheng, Minghou]Huada Empyrean Software Co Ltd, Beijing 100102, Peoples R China

通讯作者信息:

  • [Liu, Xin]Chinese Acad Sci, Acad Math & Syst Sci, State Key Lab Sci & Engn Comp, Beijing 100190, Peoples R China

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来源 :

ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH

ISSN: 0217-5959

年份: 2013

期: 3

卷: 30

1 . 4 0 0

JCR@2022

ESI学科: ENGINEERING;

JCR分区:4

中科院分区:4

被引次数:

WoS核心集被引频次: 1

SCOPUS被引频次: 2

ESI高被引论文在榜: 0 展开所有

万方被引频次:

中文被引频次:

近30日浏览量: 2

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