On preconditioned eigensolvers and invert-Lanczos processes (Q999788)

The paper deals with the convergence analysis of various preconditioned iterations to compute the smallest eigenvalue of the discretized self-adjoint and elliptic partial differential operator. For these eigenproblem several preconditioned iterative solvers are known, but unfortunately, the convergence theory for some of these solvers is not very well understood. The aim of this paper is to show that preconditioned eigensolvers can be interpreted as truncated approximate Krylov subspace iterations. In the limit of preconditioning with the exact inverse of the system matrix the iterations behave like the invert-Lanczos process for which convergence estimates are derived.