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Author:

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

Indexed by:

EI Scopus SCIE

Abstract:

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".

Keyword:

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

Author Community:

  • [ 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

Reprint Author's Address:

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

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Source :

ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH

ISSN: 0217-5959

Year: 2013

Issue: 3

Volume: 30

1 . 4 0 0

JCR@2022

ESI Discipline: ENGINEERING;

JCR Journal Grade:4

CAS Journal Grade:4

Cited Count:

WoS CC Cited Count: 1

SCOPUS Cited Count: 2

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 4

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