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Дата изменения: Fri Feb 12 12:50:54 2016
Дата индексирования: Sun Apr 10 02:59:54 2016
Кодировка: IBM-866
яЁѓ An orthogonal power method of solving the partial eigenproblem for a symmetric nonnegative definite matrix  
"An orthogonal power method of solving the partial eigenproblem for a symmetric nonnegative definite matrix"
Kireev I.V.

An efficient version of the conjugate direction method to find a nontrivial solution of a homogeneous system of linear algebraic equations with a singular symmetric nonnegative definite square matrix is proposed and substantiated. A one-parameter family of one-step nonlinear iterative processes to determine the eigenvector corresponding to the largest eigenvalue of a symmetric nonnegative definite square matrix is also proposed. This family includes the power method as a special case. The convergence of corresponding vector sequences to the eigenvector associated with the largest eigenvalue of the matrix is proved. A two-step procedure is formulated to accelerate the convergence of iterations for these processes. This procedure is based on the orthogonalization in Krylov subspaces. A number of numerial results are discussed.

Keywords: eigenvector, eigenvalue, conjugate direction method, Krylov subspaces.

  • Kireev I.V. тАУ Institute of Computational Modeling, Siberian Branch of Russian Academy of Sciences; Akademgorodok 50/44, Krasnoyarsk, 660036, Russia; Ph.D., Associate Professor, e-mail: kiv@icm.krasn.ru