A New Inexact Inverse Subspace Iteration for Generalized Eigenvalue Problems
Majid Amirfakhrian, Faizan G Mohammad · Journal of linear and topological algebra · 2012
In this paper, we represent an inexact inverse subspace iteration method for com- puting a few eigenpairs of the generalized eigenvalue problem Ax = Bx (Q. Ye and P. Zhang, Inexact inverse subspace iteration for generalized eigenvalue problems, Linear Algebra and its Application, 434 (2011) 1697-1715 ). In particular, the linear convergence property of the inverse subspace iteration is preserved.