An approach based on dwindling filter method for positive definite generalized eigenvalue problem
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Computational Mathematics
Link
http://link.springer.com/article/10.1007/s40314-016-0391-z/fulltext.html
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3. Barzilai J, Borwein JM (1988) Two-point step size gradient methods. J Numer Anal 8:141–148
4. Bello L (2007) Gradiente espectral precondicionado sobre convexos y algunos casos de estudio. Doctoral Thesis, Universidad Central de Venezuela, Caracas, Venezuela
5. Bello L, Cruz WL, Raydan M (2010) Residual algorithm for large-scale positive definite generalized eigenvalue problems. Comput Optim Appl 46:217–227
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