Acceleration of convergence in solving the eigenvalue problem by matrix iteration using the power method
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Date
1985
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Virginia Polytechnic Institute and State University
Abstract
A modification of the matrix iteration using the power method, in conjunction with Hotelling deflation, for the solution of the problem K.x = ω².M.x is here proposed. The problem can be written in the form D.x =λ.x, and the modification consists of raising the matrix D to an appropriate power p before carrying out the iteration process.
The selection of a satisfactory value of p is investigated, based on the spacing between the eigenvalues. The effect of p on the accuracy of the results is also discussed.