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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...
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...