LOBPCG
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Related Articles from SNS
An indefinite LOBPCG type of algorithm for detecting a definite Hermitian matrix pair
Announce Type: new Abstract: A Hermitian matrix pair $(A,B)$ is called definite if some real linear combination of the matrices $A$ and $B$ is a positive definite matrix. Detection of the definiteness is not straightforward. We propose a basic subspace algorithm for detecting a large definite matrix pair $(A,B)$ with indefinite $B$. The proposed subspace algorithm is based on iterative testing of small projected Hermitian matrix pairs formed by using subspaces of small dimensions.