A geometric theory for preconditioned inverse iteration. II: Convergence estimates

DOI10.1016/S0024-3795(00)00236-6zbMath0976.65035OpenAlexW2047353059MaRDI QIDQ1595117

Klaus Neymeyr

Publication date: 13 May 2001

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0024-3795(00)00236-6

zbMATH Keywords

convergenceeigenvaluespreconditioningfinite elementmultigridinverse iterationsymmetric eigenvalue problemlarge sparse matricespreconditioned inverse iterationRaleigh-quotient

Mathematics Subject Classification ID

Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Boundary value problems for second-order elliptic equations (35J25)

Related Items (12)

A geometric theory for preconditioned inverse iteration IV: On the fastest convergence cases ⋮ Cluster robustness of preconditioned gradient subspace iteration eigensolvers ⋮ Preconditioned iterative methods for a class of nonlinear eigenvalue problems ⋮ Combination of Jacobi–Davidson and conjugate gradients for the partial symmetric eigenproblem ⋮ A new justification of the Jacobi-Davidson method for large eigenproblems ⋮ An indefinite variant of LOBPCG for definite matrix pencils ⋮ Multilevel approach for brick masonry walls. III: A strategy for free vibration analysis ⋮ The preconditioned inverse iteration for hierarchical matrices ⋮ A geometric theory for preconditioned inverse iteration applied to a subspace ⋮ Smoothed-adaptive perturbed inverse iteration for elliptic eigenvalue problems ⋮ Approximation of positive semidefinite nonlinear eigenvalue problems ⋮ A geometric theory for preconditioned inverse iteration. III: A short and sharp convergence estimate for generalized eigenvalue problems

Cites Work

• Unnamed Item
• A subspace preconditioning algorithm for eigenvector/eigenvalue computation
• Minimization of the computational labor in determining the first eigenvalues of differential operators
• Preconditioning eigensolvers -- an Oxymoron?
• A geometric theory for preconditioned inverse iteration applied to a subspace

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