PCG with eigenvalue estimates
University of Augsburg
The package includes the routine PCGEIG which is an extension
of Matlab's PCG routine including an extra feature to calculate
estimates for the extremal eigenvalues of the (preconditioned)
The test routine TESTPCGEIG shows the use of PCGEIG.
It is important to note that the choice of a starting vector in the CG
scheme is important for the approximation of the extremal eigenvalues.
See TESTPCGEIG for more details.
|File Name: ||PcgEig.v1.0.zip|
|File Size: ||
|File Version: ||1.0|
|Matlab Version: ||6.1|