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: http://num-meth.srcc.msu.ru/english/zhurnal/tom_2016/v17r105.html
Дата изменения: Fri Feb 12 12:50:54 2016 Дата индексирования: Sun Apr 10 02:59:54 2016 Кодировка: IBM-866 |
"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.
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