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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".
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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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