The trace minimization method for the symmetric generalized eigenvalue problem

Abstract

In this paper, the trace minimization method for the generalized symmetric eigenvalue problems proposed by Sameh and Wisniewski [35] is reviewed. Convergence of an inexact trace minimization algorithm is established and a variant of the algorithm that uses expanding subspaces is introduced and compared with the block Jacobi-Davidson algorithm. © 2000 Elsevier Science B.V.