Convergence analysis of gradient iterations for the symmetric eigenvalue problem

DOI10.1137/100784928MaRDI QIDQ3094395zbMATH OpenOpenAlexFDO

Authors Klaus Neymeyr, Ming Zhou, Evgueni Ovtchinnikov

Publication date 25 October 2011

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/100784928

zbMATH Keywords

convergenceelliptic eigenvalue problemgeneralized matrix eigenvalue problemgradient iterationKrylov subspacespreconditionerRayleigh quotientRitz valueRitz vectorsteepest descent/ascent

Mathematics Subject Classification ID

Preconditioners for iterative methods (65F08) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

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Cited in

(18)

• Über die Konvergenzoptimierung eines symmetrischen Iterationsverfahrens. (On the convergence optimization for a symmetric iteration method)
• Sharp Ritz value estimates for restarted Krylov subspace iterations
• Exponential convergence of Sobolev gradient descent for a class of nonlinear eigenproblems
• Convergence theory for preconditioned eigenvalue solvers in a nutshell
• Iterative minimization of the Rayleigh quotient by block steepest descent iterations
• Convergence analysis of restarted Krylov subspace eigensolvers
• The Dynamics of Rayleigh Quotient Iteration
• An indefinite variant of LOBPCG for definite matrix pencils
• scientific article; zbMATH DE number 766233 (Why is no real title available?)
• Preconditioned gradient iterations for the eigenproblem of definite matrix pairs
• Cluster robust estimates for block gradient-type eigensolvers
• A homogeneous Rayleigh quotient with applications in gradient methods
• Convergence rates of individual Ritz values in block preconditioned gradient-type eigensolvers
• Geodesic convexity of the symmetric eigenvalue problem and convergence of steepest descent
• Gradient-type subspace iteration methods for the symmetric eigenvalue problem
• Riemannian acceleration with preconditioning for symmetric eigenvalue problems
• On convergence of iterative projection methods for symmetric eigenvalue problems
• On exact estimates of the convergence rate of the steepest ascent method in the symmetric eigenvalue problem

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Uses Software

• JDQR
• JDQZ

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