Inexact Inverse Iteration with Variable Shift for Nonsymmetric Generalized Eigenvalue Problems
Inexact Inverse Iteration with Variable Shift for Nonsymmetric Generalized Eigenvalue Problems
In this paper we analyze inexact inverse iteration for the nonsymmetric generalized eigenvalue problem $\bf{A}\bf{x} = \lambda \bf{M}\bf{x}$, where $\bf{M}$ is symmetric positive definite and the problem is diagonalizable. Our analysis is designed to apply to the case when $\bf{A}$ and $\bf{M}$ are large and sparse and preconditioned iterative methods …