A multilevel variational method for \(Au=\lambda Bu\) on composite grids (Q1121635)

This paper develops an algorithm that uses multigrid techniques based on minimizing the Rayleigh quotients (Au,u)/(Bu,u) and coordinate relaxation to solve the differential eigenproblem \(Au=\lambda Bu,\) \((u,Bu)=1\) for a real symmetric matrix pair A, B which arises from the discretization of an elliptic PDE. Numerical results and comparisons to other algorithms such as linear multigrid solvers and multigrid methods applied directly to the equations are included.