求解大型稀疏对称矩阵极端特征值的子空间加速的截断牛顿法

A Subspace Accelerated Truncated Newton Method for Solving the Extreme Eigenvalue of Large-scale Sparse Symmetric Matrix

利用扩展子空间的方法,对求解大型稀疏对称矩阵极端特征值的截断牛顿法进行改进,提出了子空间加速的截断牛顿法。理论分析和数值结果均表明,新方法对计算对称矩阵的极端特征值是有效的。

By using the subspace accelerated method,the authors improved the truncated Newton method for solving the eigenvalue of large-scale sparse symmetric matrix,and proposed a subspace accelerated truncated Newton method.Theoretical analysis and numerical results show the efficiency of the new method.