کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4641417 1341308 2009 11 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Preconditioned Lanczos method for generalized Toeplitz eigenvalue problems
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Preconditioned Lanczos method for generalized Toeplitz eigenvalue problems
چکیده انگلیسی

We employ the sine transform-based preconditioner to precondition the shifted Toeplitz matrix An−ρBnAn−ρBn involved in the Lanczos method to compute the minimum eigenvalue of the generalized symmetric Toeplitz eigenvalue problem Anx=λBnxAnx=λBnx, where AnAn and BnBn are given matrices of suitable sizes. The sine transform-based preconditioner can improve the spectral distribution of the shifted Toeplitz matrix and, hence, can speed up the convergence rate of the preconditioned Lanczos method. The sine transform-based preconditioner can be implemented efficiently by the fast transform algorithm. A convergence analysis shows that the preconditioned Lanczos method converges sufficiently fast, and numerical results show that this method is highly effective for a large matrix.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Computational and Applied Mathematics - Volume 226, Issue 1, 1 April 2009, Pages 66–76
نویسندگان
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