Rayleigh quotient iteration and simplified Jacobi-Davidson method with preconditioned iterative solves (Q2479518): Difference between revisions

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Revision as of 22:29, 19 March 2024

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Rayleigh quotient iteration and simplified Jacobi-Davidson method with preconditioned iterative solves
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    Rayleigh quotient iteration and simplified Jacobi-Davidson method with preconditioned iterative solves (English)
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    26 March 2008
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    The authors deal with a non-Hermitian eigenvalue problem. They prove that, supposing a Galerkin-Krylov solver is used in exact arithmetic, the inexact Rayleigh quotient iteration with altered preconditioners and the inexact simplified Jacobi-Davidson method with the standard preconditioner provide equivalent approximate eigenvectors. Numerical examples are reported to enlighten this equivalence, which is motivated by theoretical reasons and applications.
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    inexact Rayleigh quotient iteration
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    iterative methods
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    preconditioning
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    non-Hermitian eigenvalue problem
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    Galerkin-Krylov solver
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    Jacobi-Davidson method
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    numerical examples
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