Convergence of inexact inverse iteration with application to preconditioned iterative solvers

DOI10.1007/s10543-006-0100-1zbMath1121.65038OpenAlexW2149565824MaRDI QIDQ878195

Melina A. Freitag, Alastair Spence

Publication date: 26 April 2007

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10543-006-0100-1

zbMATH Keywords

convergencepreconditioningsparse matrixmodified Newton methodinexact inverse iterationgeneralized nonsymmetric eigenvalue problem

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical computation of matrix norms, conditioning, scaling (65F35)

Related Items (19)

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Uses Software

• lobpcg.m

Cites Work

• Realistic error bounds for a simple eigenvalue and its associated eigenvector
• The effects of inexact solvers in algorithms for symmetric eigenvalue problems
• Inexact inverse iteration for generalized eigenvalue problems
• A geometric theory for preconditioned inverse iteration. I: Extrema of Rayleigh quotient
• Inexact Rayleigh quotient-type methods for eigenvalue computations
• Inexact inverse iteration for symmetric matrices
• Toward the Optimal Preconditioned Eigensolver: Locally Optimal Block Preconditioned Conjugate Gradient Method
• Inverse Iteration, Ill-Conditioned Equations and Newton’s Method
• The Geometry of Algorithms with Orthogonality Constraints
• A General View of Minimally Extended Systems for Simple Bifurcation Points
• A Generalized Rayleigh Quotient Iteration for Computing Simple Eigenvalues of Nonnormal Matrices
• Inexact Inverse Iteration with Variable Shift for Nonsymmetric Generalized Eigenvalue Problems
• The method of conjugate gradients used in inverse iteration
• Nichtlineare Behandlung von Eigenwertaufgaben
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

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