A numerical study of the solution of the partial eigenvalue problem

The partial eigenvalue problem that arises from the application of the finite element method is considered. A number of iterative methods are examined which consist in seeking the stationary points of the Rayleigh quotient and thus avoiding the physical assembling of the matrices involved. The computational efficiencies of the steepest descent, the conjugate gradient and the co-ordinate overrelaxation methods are compared. Several other modifications to the original conjugate gradient algorithm as well as an orthogonalization process are studied. The dependence of the convergence of the methods on the initial estimate of the eigenvectors and on different values of the relaxation parameter, in the case of the co-ordinate overrelaxation, are also examined.