A Prediction-Correction Dynamic Method for Large-Scale Generalized Eigenvalue Problems
Joint Authors
Wu, Wei-ling
Lin, Jia-ru
Luo, Xin-long
Source
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-8, 8 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-09-11
Country of Publication
Egypt
No. of Pages
8
Main Subjects
Abstract EN
This paper gives a new prediction-correction method based on the dynamical system of differential-algebraic equations for the smallest generalized eigenvalue problem.
First, the smallest generalized eigenvalue problem is converted into an equivalent-constrained optimization problem.
Second, according to the Karush-Kuhn-Tucker conditions of this special equality-constrained problem, a special continuous dynamical system of differential-algebraic equations is obtained.
Third, based on the implicit Euler method and an analogous trust-region technique, a prediction-correction method is constructed to follow this system of differential-algebraic equations to compute its steady-state solution.
Consequently, the smallest generalized eigenvalue of the original problem is obtained.
The local superlinear convergence property for this new algorithm is also established.
Finally, in comparison with other methods, some promising numerical experiments are presented.
American Psychological Association (APA)
Luo, Xin-long& Lin, Jia-ru& Wu, Wei-ling. 2013. A Prediction-Correction Dynamic Method for Large-Scale Generalized Eigenvalue Problems. Abstract and Applied Analysis،Vol. 2013, no. 2013, pp.1-8.
https://search.emarefa.net/detail/BIM-502806
Modern Language Association (MLA)
Luo, Xin-long…[et al.]. A Prediction-Correction Dynamic Method for Large-Scale Generalized Eigenvalue Problems. Abstract and Applied Analysis No. 2013 (2013), pp.1-8.
https://search.emarefa.net/detail/BIM-502806
American Medical Association (AMA)
Luo, Xin-long& Lin, Jia-ru& Wu, Wei-ling. A Prediction-Correction Dynamic Method for Large-Scale Generalized Eigenvalue Problems. Abstract and Applied Analysis. 2013. Vol. 2013, no. 2013, pp.1-8.
https://search.emarefa.net/detail/BIM-502806
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-502806