J4 ›› 2011, Vol. 46 ›› Issue (8): 8-12.
• Articles •
Based on the classic truncated Newton algorithm for nonlinear optimization, a new subspace accelerated truncated Newton algorithm is presented for large-scale symmetric sparse extreme eigenvalue problems. The convergence properties are proved and numerical experiments are done. The numerical results match the convergence analysis,which showing the new algorithm is effective.
symmetric matrix; eigenvalue; eigen-vector; truncated Newton method; subspace accelerated method
QIAN Xiao-yan. A subspace accelerated truncated Newton algorithm for solving the extreme eigenvalue of large-scale sparse symmetric matrix[J].J4, 2011, 46(8): 8-12.
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