A geometric theory for preconditioned inverse iteration. III: A short and sharp convergence estimate for generalized eigenvalue problems

DOI10.1016/S0024-3795(01)00461-XzbMath1037.65039WikidataQ59695855 ScholiaQ59695855MaRDI QIDQ1855433

Andrew V. Knyazev, Klaus Neymeyr

Publication date: 5 February 2003

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

convergenceeigenvalueeigenvectorpreconditioningconjugate gradient methodpositive definite matrixgeneralized symmetric eigenvalue problem

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical computation of matrix norms, conditioning, scaling (65F35)

Related Items

A truncated-CG style method for symmetric generalized eigenvalue problems, Convergence theory for preconditioned eigenvalue solvers in a nutshell, Convergence Analysis of Newton–Schur Method for Symmetric Elliptic Eigenvalue Problem, A geometric theory for preconditioned inverse iteration IV: On the fastest convergence cases, Cluster robustness of preconditioned gradient subspace iteration eigensolvers, Preconditioned iterative methods for a class of nonlinear eigenvalue problems, Convergence Analysis of Restarted Krylov Subspace Eigensolvers, Guaranteed lower bounds for eigenvalues, THE HYPERBOLIC QUADRATIC EIGENVALUE PROBLEM, A new justification of the Jacobi-Davidson method for large eigenproblems, Iterative minimization of the Rayleigh quotient by block steepest descent iterations, Computation of eigenvalues by numerical upscaling, Perturbed preconditioned inverse iteration for operator eigenvalue problems with applications to adaptive wavelet discretization, An indefinite variant of LOBPCG for definite matrix pencils, Convergence rates of individual Ritz values in block preconditioned gradient-type eigensolvers, A locally optimal preconditioned Newton-Schur method for symmetric elliptic eigenvalue problems, The preconditioned inverse iteration for hierarchical matrices, Continuous methods for symmetric generalized eigenvalue problems, Sharp Ritz value estimates for restarted Krylov subspace iterations, Adaptive eigenvalue computation: Complexity estimates, Multilevel preconditioned iterative eigensolvers for Maxwell eigenvalue problems, Inexact inverse iteration for symmetric matrices, The Jacobi-Davidson method, A spectral scheme for Kohn-Sham density functional theory of clusters, On preconditioned eigensolvers and invert-Lanczos processes, Smoothed-adaptive perturbed inverse iteration for elliptic eigenvalue problems, Towards solving large-scale topology optimization problems with buckling constraints at the cost of linear analyses, Cluster robust estimates for block gradient-type eigensolvers, An unconstrained global optimization framework for real symmetric eigenvalue problems, Increasing efficiency of inverse iteration, A block inverse-free preconditioned Krylov subspace method for symmetric generalized eigenvalue problems, Approximation of positive semidefinite nonlinear eigenvalue problems, A geometric theory for preconditioned inverse iteration. III: A short and sharp convergence estimate for generalized eigenvalue problems

Uses Software

• JDQR
• JDQZ
• na18
• lobpcg.m

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A subspace preconditioning algorithm for eigenvector/eigenvalue computation
• On exact estimates of the convergence rate of the steepest ascent method in the symmetric eigenvalue problem
• Iteration methods in eigenvalue problems
• Subspace iterative methods for eigenvalue problems
• Minimization of the computational labor in determining the first eigenvalues of differential operators
• Simultaneous Rayleigh-quotient minimization methods for Ax=lambdaBx
• Simultaneous iteration for the matrix eigenvalue problem
• Preconditioning eigensolvers -- an Oxymoron?
• An efficient method for band structure calculations in 2D photonic crystals
• The effects of inexact solvers in algorithms for symmetric eigenvalue problems
• Efficient solution of symmetric eigenvalue problems using multigrid preconditioners in the locally optimal block conjugate gradient method
• An efficient method for band structure calculations in 3D photonic crystals
• Preconditioning eigenvalues and some comparison of solvers
• The trace minimization method for the symmetric generalized eigenvalue problem
• A geometric theory for preconditioned inverse iteration. I: Extrema of Rayleigh quotient
• A geometric theory for preconditioned inverse iteration. II: Convergence estimates
• Implementation of a variable block Davidson method with deflation for solving large sparse eigenproblems
• A geometric theory for preconditioned inverse iteration. III: A short and sharp convergence estimate for generalized eigenvalue problems
• On the convergence rate of a preconditioned subspace eigensolver
• New iterative methods for solution of the eigenproblem
• A gradient method for the matrix eigenvalue problem \(Ax = \lambda Bx\)
• Successive eigenvalue relaxation: a new method for the generalized eigenvalue problem and convergence estimates
• A geometric theory for preconditioned inverse iteration applied to a subspace
• Approximate inverse preconditioning in the parallel solution of sparse eigenproblems
• Toward the Optimal Preconditioned Eigensolver: Locally Optimal Block Preconditioned Conjugate Gradient Method
• Solving Sparse Symmetric Generalized Eigenvalue Problems without Factorization
• On the convergence of the modified method of steepest descent in the calculation of eigenvalues
• CONJUGATE GRADIENT METHODS FOR SOLVING THE SMALLEST EIGENPAIR OF LARGE SYMMETRIC EIGENVALUE PROBLEMS
• Effective dimensional reduction algorithm for eigenvalue problems for thin elastic structures: A paradigm in three dimensions
• Preconditioned Lanczos Methods for the Minimum Eigenvalue of a Symmetric Positive Definite Toeplitz Matrix
• Templates for the Solution of Algebraic Eigenvalue Problems
• Preconditioning the Lanczos Algorithm for Sparse Symmetric Eigenvalue Problems
• Parallel block ILUT/ILDLT preconditioning for sparse eigenproblems and sparse linear systems
• A Jacobi–Davidson Iteration Method for Linear Eigenvalue Problems
• Combination of Jacobi–Davidson and conjugate gradients for the partial symmetric eigenproblem
• The site of termination of afferent fibres in the caudate nucleus