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Shift for nonsymmetric generalised eigenvalue problems
In this paper we analyze inexact inverse iteration for the nonsymmetric generalized eigenvalue problem Ax = λMx, where M is symmetric positive definite and the problem is diagonalizable. Our analysis is designed to apply to the...
Convergence of inexact inverse iteration with application to preconditioned iterative solves
In this paper we study inexact inverse iteration for solving the generalised eigenvalue problem A x=λM x. We show that inexact inverse iteration is a modified Newton method and hence obtain convergence rates for various versions...
Inexact inverse iteration for symmetric matrices
In this paper we analyse inexact inverse iteration for the real symmetric eigenvalue problem Av = λv. Our analysis is designed to apply to the case when A is large and sparse and where iterative methods are used to solve the...
Inexact inverse iteration for symmetric matrices
In this paper we analyse inexact inverse iteration for the real symmetric eigenvalue problem Av = λv. Our analysis is designed to apply to the case when A is large and sparse and where iterative methods are used to solve the...
Shift for nonsymmetric generalised eigenvalue problems
In this paper we analyze inexact inverse iteration for the nonsymmetric generalized eigenvalue problem Ax = λMx, where M is symmetric positive definite and the problem is diagonalizable. Our analysis is designed to apply to the...
Convergence of inexact inverse iteration with application to preconditioned iterative solves
In this paper we study inexact inverse iteration for solving the generalised eigenvalue problem A x=λM x. We show that inexact inverse iteration is a modified Newton method and hence obtain convergence rates for various versions...