A subspace preconditioning algorithm for eigenvector/eigenvalue computation

DOI10.1007/BF02127702zbMath0879.65024OpenAlexW2106311058WikidataQ59695885 ScholiaQ59695885MaRDI QIDQ675699

James H. Bramble, Andrew V. Knyazev, Joseph E. Pasciak

Publication date: 11 December 1997

Published in: Advances in Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02127702

zbMATH Keywords

convergencenumerical examplepreconditioningparallel computationeigenvectorsRayleigh-Ritz methodsubspace iterationfinite-dimensional real Hilbert spacesmallest eigenvaluessymmetric positive definite linear operator

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical computation of matrix norms, conditioning, scaling (65F35)

Related Items (30)

A Two-Level Preconditioned Helmholtz Subspace Iterative Method for Maxwell Eigenvalue Problems ⋮ On proximity of Rayleigh quotients for different vectors and Ritz values generated by different trial subspaces ⋮ A geometric theory for preconditioned inverse iteration IV: On the fastest convergence cases ⋮ Cluster robustness of preconditioned gradient subspace iteration eigensolvers ⋮ Localization and Delocalization of Ground States of Bose--Einstein Condensates Under Disorder ⋮ Perturbed preconditioned inverse iteration for operator eigenvalue problems with applications to adaptive wavelet discretization ⋮ Enhanced error estimates for augmented subspace method ⋮ Rayleigh--Ritz Majorization Error Bounds of Mixed Type ⋮ Convergence rates of individual Ritz values in block preconditioned gradient-type eigensolvers ⋮ Iterative computation of the smallest singular value and the corresponding singular vectors of a matrix. ⋮ New estimates for Ritz vectors ⋮ Quantitative Anderson localization of Schrödinger eigenstates under disorder potentials ⋮ New schemes with fractal error compensation for PDE eigenvalue computations ⋮ A Parallel Augmented Subspace Method for Eigenvalue Problems ⋮ Large sparse symmetric eigenvalue problems with homogeneous linear constraints: The Lanczos process with inner-outer iterations ⋮ Adaptive eigenvalue computation: Complexity estimates ⋮ A geometric theory for preconditioned inverse iteration applied to a subspace ⋮ The method of subspace corrections ⋮ Solving large nonlinear generalized eigenvalue problems from density functional theory calculations in parallel ⋮ Residual algorithm for large-scale positive definite generalized eigenvalue problems ⋮ A block preconditioned steepest descent method for symmetric eigenvalue problems ⋮ Deflation by restriction for the inverse-free preconditioned Krylov subspace method ⋮ Cluster robust estimates for block gradient-type eigensolvers ⋮ An efficient method for band structure calculations in 2D photonic crystals ⋮ Fast Eigenpairs Computation with Operator Adapted Wavelets and Hierarchical Subspace Correction ⋮ An efficient method for band structure calculations in 3D photonic crystals ⋮ Eigenvalue perturbation and generalized Krylov subspace method ⋮ A geometric theory for preconditioned inverse iteration. I: Extrema of Rayleigh quotient ⋮ A geometric theory for preconditioned inverse iteration. II: Convergence estimates ⋮ A geometric theory for preconditioned inverse iteration. III: A short and sharp convergence estimate for generalized eigenvalue problems

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Modification of the Liu-Davidson method for obtaining one or simultaneously several eigensolutions of a large real-symmetric matrix
• Davidson's method and preconditioning for generalized eigenvalue problems
• Iteration methods in eigenvalue problems
• A generalized conjugate gradient, least square method
• Minimization of the computational labor in determining the first eigenvalues of differential operators
• Simultaneous Rayleigh-quotient minimization methods for Ax=lambdaBx
• Group iterative method for finding low-order eigenvalues
• Improved algorithms for the lowest few eigenvalues and associated eigenvectors of large matrices
• The iterative calculation of a few of the lowest eigenvalues and corresponding eigenvectors of large real-symmetric matrices
• Iterative eigenvalue algorithms based on convergent splittings
• Simultaneous iteration for the matrix eigenvalue problem
• Block-Arnoldi and Davidson methods for unsymmetric large eigenvalue problems
• The Construction of Preconditioners for Elliptic Problems by Substructuring, III
• Parallel Multilevel Preconditioners
• An Iterative Method for Elliptic Problems on Regions Partitioned into Substructures
• Generalizations of Davidson’s Method for Computing Eigenvalues of Sparse Symmetric Matrices
• The Construction of Preconditioners for Elliptic Problems by Substructuring. II
• New Convergence Estimates for Multigrid Algorithms
• The Construction of Preconditioners for Elliptic Problems by Substructuring, IV
• Solving Sparse Symmetric Generalized Eigenvalue Problems without Factorization
• Convergence Estimates for Product Iterative Methods with Applications to Domain Decomposition
• Hybrid V-Cycle Algebraic Multilevel Preconditioners
• 𝑆𝑂𝑅-methods for the eigenvalue problem with large sparse matrices
• On the convergence of the modified method of steepest descent in the calculation of eigenvalues
• Preconditioned Gradient-Type Iterative Methods in a Subspace for Partial Generalized Symmetric Eigenvalue Problems
• New estimates for Ritz vectors
• Preconditioning the Lanczos Algorithm for Sparse Symmetric Eigenvalue Problems
• On an iterative method for finding lovver eigenvalues
• The Construction of Preconditioners for Elliptic Problems by Substructuring. I
• New Estimates for Multilevel Algorithms Including the V-Cycle
• The site of termination of afferent fibres in the caudate nucleus

This page was built for publication: A subspace preconditioning algorithm for eigenvector/eigenvalue computation