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JOURNALS // Numerical methods and programming // Archive

Num. Meth. Prog., 2016 Volume 17, Issue 1, Pages 44–54 (Mi vmp814)

This article is cited in 1 paper

An orthogonal power method of solving the partial eigenproblem for a symmetric nonnegative definite matrix

I. V. Kireev

Institute of Computational Modelling, Siberian Branch of the Russian Academy of Sciences, Krasnoyarsk

Abstract: 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.

UDC: 519.614

Received: 12.01.2016



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