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The method of conjugate gradients used in inverse iteration

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Abstract

An algorithm is devised that improves an eigenvector approximation corresponding to the largest (or smallest) eigenvalue of a large and sparse symmetric matrix. It solves the linear systems that arise in inverse iteration by means of the c-g algorithm. Stopping criteria are developed which ensure an accurate result, and in many cases give convergence after a small numer of c-g steps.

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Authors and Affiliations

  1. Dept. of Information Processing, University of Umeå, Sweden

    Axel Ruhe & Torbjörn Wiberg

Authors
  1. Axel Ruhe
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  2. Torbjörn Wiberg
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Ruhe, A., Wiberg, T. The method of conjugate gradients used in inverse iteration. BIT 12, 543–554 (1972). https://doi.org/10.1007/BF01932964

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  • DOI: https://doi.org/10.1007/BF01932964

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