Residual algorithm for large-scale positive definite generalized eigenvalue problems |
| |
Authors: | Lenys Bello William La Cruz Marcos Raydan |
| |
Affiliation: | (1) Service des Milieux Continus (, Université Libre de Bruxelles, CP 194/5), 50, avenue F.D. Roosevelt, B1050 Brussels, Belgium;(2) Department of Mathematics, University of Nijmegen, Postbus 9010, 6500 GL Nijmegen, The Netherlands |
| |
Abstract: | In the positive definite case, the extreme generalized eigenvalues can be obtained by solving a suitable nonlinear system of equations. In this work, we adapt and study the use of recently developed low-cost derivative-free residual schemes for nonlinear systems, to solve large-scale generalized eigenvalue problems. We demonstrate the effectiveness of our approach on some standard test problems, and also on a problem associated with the vibration analysis of large structures. In our numerical results we use preconditioning strategies based on incomplete factorizations, and we compare with and without preconditioning with a well-known available package. |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |
|