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In this paper we consider the computation of a finite eigenvalue and corresponding right eigenvector of a large sparse generalised eigenproblem Ax = Mx using inexact inverse iteration. Our convergence theory is quite general and...

Nonsymmetric generalised eigenproblem Inexact inverse iteration

In this paper we consider the computation of a finite eigenvalue and corresponding right eigenvector of a large sparse generalised eigenproblem Ax = Mx using inexact inverse iteration. Our convergence theory is quite general and...

Nonsymmetric generalised eigenproblem Inexact inverse iteration

Convergence results are provided for inexact two-sided inverse and Rayleigh quotient iteration, which extend the previously established results to the generalized non-Hermitian eigenproblem and inexact solves with a...

Bi-conjugated gradients Convergence rate Inexact inverse iteration Krylov subspace methods Preconditioning Two-sided (in)exact Rayleigh quotient iteration Two-sided Jacobi-Davidson method

Convergence results are provided for inexact two-sided inverse and Rayleigh quotient iteration, which extend the previously established results to the generalized non-Hermitian eigenproblem and inexact solves with a...

Bi-conjugated gradients Convergence rate Inexact inverse iteration Krylov subspace methods Preconditioning Two-sided (in)exact Rayleigh quotient iteration Two-sided Jacobi-Davidson method