Weighted FOM-inverse vector iteration method for computing a few smallest (largest) eigenvalues of pair (A, B)

摘要

The generalized eigenvalue problem AX=λBX has special properties when (A, B) is a symmetric and positive definite pair.We have recently developed a new method for computing a few smallest (largest) eigenvalues of a symmetric positive definite problem AX=λBX [H. Saberi Najafi, A. Refahi, FOM-inverse vector iteration method for computing a few smallest (largest) eigenvalues of pair (A, B), Appl. Math., in press] the method used three parameters, which are weighted Arnoldi, Inner and outer iterations parameters. In this article those parameters have been optimized to increase the speed of convergence. The method has been tested by some numerical examples.