BIT Numerical Mathematics

, Volume 12, Issue 4, pp 543–554

The method of conjugate gradients used in inverse iteration

  • Axel Ruhe
  • Torbjörn Wiberg
Article

DOI: 10.1007/BF01932964

Cite this article as:
Ruhe, A. & Wiberg, T. BIT (1972) 12: 543. doi:10.1007/BF01932964

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.

Copyright information

© BIT Foundations 1972

Authors and Affiliations

  • Axel Ruhe
    • 1
  • Torbjörn Wiberg
    • 1
  1. 1.Dept. of Information ProcessingUniversity of UmeåSweden