Matlab Database > Linear Algebra > Iterative Solvers > PCG with eigenvalue estimates

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Title: PCG with eigenvalue estimates
Author: Talal Rahman
Institution: University of Augsburg
Description: 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) coefficient matrix.

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.
Keywords: PCG, Lanczos
File Name:
File Size: 9 KB
File Version: 1.0
Matlab Version: 6.1
Date: 2002-04-16
Downloads: 2593
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