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Title:On Solving the Large Sparse Generalized Eigenvalue Problem
Author(s):Wisniewski, John Aruthur
Department / Program:Computer Science
Discipline:Computer Science
Degree Granting Institution:University of Illinois at Urbana-Champaign
Subject(s):Computer Science
Abstract:This thesis presents an algorithm for solving the large sparse generalized eigenvalue problem Ax = (lamda)Bx. The matrices A and B are assumed to be symmetric, and haphazardly sparse, with B being positive definite. The problem is treated from a constrained optimization approach and an inverse iteration is developed which requires the solution of linear algebraic systems only to the accuracy demanded by a given subspace. The convergence of the method is discussed, and the rate of convergence is improved by using shifting with the Ritz approximations. Numerical results are presented, and aspects concerning an implementation on a parallel computer are discussed.
Issue Date:1981
Description:145 p.
Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 1981.
Other Identifier(s):(UMI)AAI8114504
Date Available in IDEALS:2014-12-13
Date Deposited:1981

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