A Prediction-Correction Dynamic Method for Large-Scale Generalized Eigenvalue Problems

Table 1

Comparison with different methods.

Examples		PCM		GGL	EIGS	JDQZ
	𝜆𝑘	Iter (CPU)	𝜆𝑘	Iter (CPU)	CPU	CPU
Example 5	1.0𝑒−13	12 (0.021)	4.5𝑒−11	77 (0.178)	FAIL	FAIL
Example 6	0.01337	18 (0.004)	0.01344	3389 (0.36)	0.01	0.49
Example 7	0.4998	49 (2.556)	0.5	33 (6.643)	0.24	14.17
Example 8	1.1𝑒−5	28 (0.024)	0.0122	514 (169.3)	0.02	0.686