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Chebyshev filtering Lanczos' process in the subspace iteration method
Author(s) -
Loh Chee Hoong
Publication year - 1984
Publication title -
international journal for numerical methods in engineering
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.421
H-Index - 168
eISSN - 1097-0207
pISSN - 0029-5981
DOI - 10.1002/nme.1620200114
Subject(s) - lanczos resampling , subspace topology , chebyshev filter , eigenvalues and eigenvectors , mathematics , lanczos algorithm , chebyshev iteration , convergence (economics) , krylov subspace , arnoldi iteration , process (computing) , mathematical optimization , chebyshev equation , iterative method , algorithm , generalized minimal residual method , computer science , mathematical analysis , orthogonal polynomials , physics , classical orthogonal polynomials , quantum mechanics , economics , economic growth , operating system
Bathe's basic algorithm of subspace iteration for the solution of the symmetric eigenvalue problem is improved by including a Chebyshev filtering mechanism. To obtain satisfactory convergence for the largest eigenvalues, a shifting strategy is adopted. The shift factor is approximately computed by the Lanczos process.