A subspace preconditioning algorithm for eigenvector/eigenvalue computation (Q675699): Difference between revisions
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Revision as of 00:57, 5 March 2024
scientific article
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English | A subspace preconditioning algorithm for eigenvector/eigenvalue computation |
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A subspace preconditioning algorithm for eigenvector/eigenvalue computation (English)
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11 December 1997
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The authors study a parallelizable technique, using subspace iteration and preconditioning, for computing a modest number of the smallest eigenvalues and the corresponding eigenvectors of a symmetric positive definite linear operator on a finite-dimensional real Hilbert space. The method involves a recursively generated sequence of subspaces and uses the Rayleigh-Ritz procedure. Estimates of its convergence rate are proved. A simple numerical example is considered and the method is compared with an earlier method of E. G. D'yakonov and the third author.
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Rayleigh-Ritz method
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preconditioning
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subspace iteration
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parallel computation
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smallest eigenvalues
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eigenvectors
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symmetric positive definite linear operator
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finite-dimensional real Hilbert space
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convergence
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numerical example
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