A mesh refinement method for 𝐴π‘₯=πœ†π΅π‘₯

Stephen F. McCormick Β· Mathematics of Computation Β· 1981

The aim of this paper is to introduce a simple but efficient mesh refinement strategy for use with inverse iteration for finding one or a few solutions of an ordinary or partial differential eigenproblem of the form A x = Ξ» B x Ax = \lambda Bx . The focus is upon the case where A and B are symmetric and B is positive definite, although the approaches have a very broad application. A discussion of the combined use of mesh refinement and a correction scheme multigrid technique is also provided. The methods are illustrated by numerical results from experiments with two-point boundary value problems.

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