Rayleigh quotient iteration and simplified Jacobi-Davidson method with preconditioned iterative solves (Q2479518)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rayleigh quotient iteration and simplified Jacobi-Davidson method with preconditioned iterative solves |
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Rayleigh quotient iteration and simplified Jacobi-Davidson method with preconditioned iterative solves (English)
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26 March 2008
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The authors deal with a non-Hermitian eigenvalue problem. They prove that, supposing a Galerkin-Krylov solver is used in exact arithmetic, the inexact Rayleigh quotient iteration with altered preconditioners and the inexact simplified Jacobi-Davidson method with the standard preconditioner provide equivalent approximate eigenvectors. Numerical examples are reported to enlighten this equivalence, which is motivated by theoretical reasons and applications.
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inexact Rayleigh quotient iteration
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iterative methods
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preconditioning
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non-Hermitian eigenvalue problem
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Galerkin-Krylov solver
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Jacobi-Davidson method
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numerical examples
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