The method of conjugate gradients used in inverse iteration
- Cite this article as:
- Ruhe, A. & Wiberg, T. BIT (1972) 12: 543. doi:10.1007/BF01932964
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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.