Minimization principles and computation for the generalized linear response eigenvalue problem |
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Authors: | Zhaojun Bai Ren-Cang Li |
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Institution: | 1. Department of Computer Science and Department of Mathematics, University of California, Davis, CA, 95616, USA 2. Department of Mathematics, University of Texas at Arlington, P.O. Box 19408, Arlington, TX, 76019, USA
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Abstract: | The minimization principle and Cauchy-like interlacing inequalities for the generalized linear response eigenvalue problem are presented. Based on these theoretical results, the best approximations through structure-preserving subspace projection and a locally optimal block conjugate gradient-like algorithm for simultaneously computing the first few smallest eigenvalues with the positive sign are proposed. Numerical results are presented to illustrate essential convergence behaviors of the proposed algorithm. |
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