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2013 A Prediction-Correction Dynamic Method for Large-Scale Generalized Eigenvalue Problems
Xin-long Luo, Jia-ru Lin, Wei-ling Wu
Abstr. Appl. Anal. 2013(SI56): 1-8 (2013). DOI: 10.1155/2013/845459

Abstract

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.

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Xin-long Luo. Jia-ru Lin. Wei-ling Wu. "A Prediction-Correction Dynamic Method for Large-Scale Generalized Eigenvalue Problems." Abstr. Appl. Anal. 2013 (SI56) 1 - 8, 2013. https://doi.org/10.1155/2013/845459

Information

Published: 2013
First available in Project Euclid: 26 February 2014

zbMATH: 07095422
MathSciNet: MR3102662
Digital Object Identifier: 10.1155/2013/845459

Rights: Copyright © 2013 Hindawi

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Vol.2013 • No. SI56 • 2013
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