Accelerated Subspace Iteration Method of Solving Generalized Eigenvalue Problem on Large Sparse Matrix

In this paper, Wilson shift algorithm was employed to accelerate subspace iteration method, the detailed steps were listed and several control parameters were discussed. The results show that the subspace iteration method is accelerated obviously especially with the eigenvalue order increasing. The time need to solve the generalized eigenvalue problem on large sparse matrix is approximately linearly proportional to the number of eigenvalues.