Convergence analysis of a locally accelerated preconditioned steepest descent method for Hermitian-definite generalized eigenvalue problems

Yunfeng Cai, Zhaojun Bai, John E. Pask +1

By extending the classical analysis techniques due to Samokish, Faddeev and Faddeeva, and Longsine and McCormick among others, we prove the convergence of preconditioned steepest d…