共役勾配法による最大あるいは最小固有解の一算定法

抄録

This paper presents an eigensolution method by the power method (or the inverse power method) and the preconditioned conjugate gradient method in the symmetric matrices. The proposed method has been derived retaining the advantages of the conjugate gradient method. This method is particularly useful for the case where the largest (or the smallest) eigenvalue and the corresponding eigenvector are required to obtain. Some numerical illustrations are presented to verify the proposed method.