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The accelerated power method
Author(s) -
Roberti Paolo
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.1620200702
Subject(s) - power iteration , subspace topology , convergence (economics) , inverse , krylov subspace , mathematics , inverse iteration , mathematical optimization , algorithm , iterative method , algebraic number , computer science , mathematical analysis , eigenvalues and eigenvectors , geometry , physics , quantum mechanics , economics , economic growth
An algorithm is presented to accelerate the convergence of the inverse iteration method for the solution of algebraic symmetric eigensystems. The algorithm is based on the use of the Ritz analysis during inverse iteration to generate improved trial vectors at virtually no extra cost. Examples are shown to illustrate the computational advantages of the method. The results are compared with those obtained using the subspace iteration method, the determinant search method and the accelerated subspace iteration method.