RELAXATION METHODS FOR AN EIGENPROBLEM.

Abstract

A theory is developed to account for the convergence properties of certain relaxation iterations which have been widely used to solve an eigenproblem with large symmetric matrices A and B and positive definite B. These iterations always converge and almost always converge to the right answer. Asymptotically, the theory is essentially that of the relaxation iteration applied to a semi-definite linear system discussed in a previous report (AD-638 799). (Author)

Document Details

Document Type
Technical Report
Publication Date
Aug 08, 1966
Accession Number
AD0638818

Entities

People

  • W. Kahan

Organizations

  • Stanford University

Tags

DTIC Thesaurus Topics

  • Convergence
  • Iterations
  • Linear Systems
  • Mathematical Analysis

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Linear Algebra