A New Inexact Inverse Subspace Iteration for Generalized Eigenvalue Problems

In this paper, we represent an inexact inverse subspace iteration method for computing a few eigenpairs of the generalized eigenvalue problem Ax = Bx[Q. Ye and P. Zhang, Inexact inverse subspace iteration for generalized eigenvalue problems, Linear Algebra and its Application, 434 (2011) 1697-1715 ]. In particular, the linear convergence property of the inverse subspace iteration is preserved.

Eigenvalue problem; inexact inverse iteration; subspace iteration; inner-outer iteration; approximation; convergence.