On a Multivariate Eigenvalue Problem, Part I: Algebraic Theory and a Power Method

1993 ◽  
Vol 14 (5) ◽  
pp. 1089-1106 ◽  
Author(s):  
Moody T. Chu ◽  
J. Loren Watterson
2019 ◽  
Vol 345 ◽  
pp. 59-69 ◽  
Author(s):  
Ying Li ◽  
Musheng Wei ◽  
Fengxia Zhang ◽  
Jianli Zhao

2015 ◽  
Vol 712 ◽  
pp. 43-48
Author(s):  
Rafał Palej ◽  
Artur Krowiak ◽  
Renata Filipowska

The work presents a new approach to the power method serving the purpose of solving the eigenvalue problem of a matrix. Instead of calculating the eigenvector corresponding to the dominant eigenvalue from the formula , the idempotent matrix B associated with the given matrix A is calculated from the formula , where m stands for the method’s rate of convergence. The scaling coefficient ki is determined by the quotient of any norms of matrices Bi and or by the reciprocal of the Frobenius norm of matrix Bi. In the presented approach the condition for completing calculations has the form. Once the calculations are completed, the columns of matrix B are vectors parallel to the eigenvector corresponding to the dominant eigenvalue, which is calculated from the Rayleigh quotient. The new approach eliminates the necessity to use a starting vector, increases the rate of convergence and shortens the calculation time when compared to the classic method.


2013 ◽  
Vol 694-697 ◽  
pp. 2918-2921
Author(s):  
Hai Bi

This paper establishes a new kind of two-grid discretization scheme of nonconforming Crouzeix-Raviart element based on the shifted-inverse power method for the Steklov eigenvalue problem. The error estimates are provided from the work of Yang and Bi (SIAM J. Numer. Anal., 49, pp.1602-1624, 2011). Finally, numerical experiments are reported to illustrate the high efficiency of the two-grid discretization scheme proposed in this paper.


2013 ◽  
Vol 300-301 ◽  
pp. 1118-1121
Author(s):  
Jie Fang Wang ◽  
Wei Guang An

P-SS algorithm for solving eigenvalue problem was obtained, based on the power method and the similar shrinkage method. This algorithm can be used to not only solve all eigenvalues of small system, but also partial eigenvalues of large finite element system. The calculation program of this algorithm is universal and practical. Compared with the existing methods, the error of P-SS method is very small, and it signify that the new method is feasible and convenient.


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