On convergence of the inexact Rayleigh quotient iteration with MINRES (Q442709)

The author studies the convergence of inexact Rayleigh Quotient Iteration (RQI). Remarkably, the kind of iterative solver for the inner linear systems does not affect these new general convergence results which are proved under a certain uniform positiveness condition. Actually, the residual directions obtained by iterative solvers of the inner linear systems are mainly exploited. Then the author focuses on the inexact RQI with the unconstrained MINRES for solving the linear systems and proves that convergence is generally cubic when the uniform positiveness condition holds. At last, convergence results are extended to tuned preconditioned MINRES case. Numerical experiments enlighten theoretical results.