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On the subspace projected approximate matrix method

Jan BrandtsRicardo Reis da Silva — 2015

Applications of Mathematics

We provide a comparative study of the Subspace Projected Approximate Matrix method, abbreviated SPAM, which is a fairly recent iterative method of computing a few eigenvalues of a Hermitian matrix A . It falls in the category of inner-outer iteration methods and aims to reduce the costs of matrix-vector products with A within its inner iteration. This is done by choosing an approximation A 0 of A , and then, based on both A and A 0 , to define a sequence ( A k ) k = 0 n of matrices that increasingly better approximate...

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