Subspace iteration accelrated by using Chebyshev polynomials for eigenvalue problems with symmetric matrices

Abstract

Abstract Bathe's algorithm of subspace iteration for the solution of the eigenvalue problem with symmetric matrices is improved by incorporating an acceleration technique using Chebyshev polynomials. This method of acceleration is particularly effective for this kind of iteration. The rate of convergence of the iteration scheme presented is considerably improved when compared with the original one, and satisfactory rates of convergence can be obtained for a wider range of eigenvalues.