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

DOI10.1016/S0024-3795(01)00461-XzbMATH Open1037.65039WikidataQ59695855 ScholiaQ59695855MaRDI QIDQ1855433FDOQ1855433

Authors: Andrew Knyazev, Klaus Neymeyr 

Publication date: 5 February 2003

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

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zbMATH Keywords

convergencepreconditioningpositive definite matrixeigenvalueeigenvectorconjugate gradient methodgeneralized symmetric eigenvalue problem

Mathematics Subject Classification ID

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

Cites Work

• Templates for the Solution of Algebraic Eigenvalue Problems
• Toward the optimal preconditioned eigensolver: Locally optimal block preconditioned conjugate gradient method
• A Jacobi–Davidson Iteration Method for Linear Eigenvalue Problems
• Title not available (Why is that?)
• Combination of Jacobi–Davidson and conjugate gradients for the partial symmetric eigenproblem
• Simultaneous Rayleigh-quotient minimization methods for Ax=lambdaBx
• Efficient solution of symmetric eigenvalue problems using multigrid preconditioners in the locally optimal block conjugate gradient method
• The trace minimization method for the symmetric generalized eigenvalue problem
• Title not available (Why is that?)
• A geometric theory for preconditioned inverse iteration. I: Extrema of Rayleigh quotient
• A geometric theory for preconditioned inverse iteration. II: Convergence estimates
• A geometric theory for preconditioned inverse iteration. III: A short and sharp convergence estimate for generalized eigenvalue problems
• A geometric theory for preconditioned inverse iteration applied to a subspace
• Title not available (Why is that?)
• Preconditioning eigensolvers -- an Oxymoron?
• An efficient method for band structure calculations in 2D photonic crystals
• An efficient method for band structure calculations in 3D photonic crystals
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• The effects of inexact solvers in algorithms for symmetric eigenvalue problems
• Approximate inverse preconditioning in the parallel solution of sparse eigenproblems
• On the convergence rate of a preconditioned subspace eigensolver
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• On exact estimates of the convergence rate of the steepest ascent method in the symmetric eigenvalue problem
• CONJUGATE GRADIENT METHODS FOR SOLVING THE SMALLEST EIGENPAIR OF LARGE SYMMETRIC EIGENVALUE PROBLEMS
• Implementation of a variable block Davidson method with deflation for solving large sparse eigenproblems
• Minimization of the computational labor in determining the first eigenvalues of differential operators
• On the convergence of the modified method of steepest descent in the calculation of eigenvalues
• A subspace preconditioning algorithm for eigenvector/eigenvalue computation
• Preconditioning the Lanczos Algorithm for Sparse Symmetric Eigenvalue Problems
• Iteration methods in eigenvalue problems
• Simultaneous iteration for the matrix eigenvalue problem
• Solving Sparse Symmetric Generalized Eigenvalue Problems without Factorization
• The site of termination of afferent fibres in the caudate nucleus
• Subspace iterative methods for eigenvalue problems
• Preconditioning eigenvalues and some comparison of solvers
• New iterative methods for solution of the eigenproblem
• Preconditioned Lanczos Methods for the Minimum Eigenvalue of a Symmetric Positive Definite Toeplitz Matrix
• A gradient method for the matrix eigenvalue problem \(Ax = \lambda Bx\)
• Parallel block ILUT/ILDLT preconditioning for sparse eigenproblems and sparse linear systems
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• Successive eigenvalue relaxation: A new method for the generalized eigenvalue problem and convergence estimates
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• Effective dimensional reduction algorithm for eigenvalue problems for thin elastic structures: A paradigm in three dimensions

Cited In (40)

• An indefinite variant of LOBPCG for definite matrix pencils
• Approximation of positive semidefinite nonlinear eigenvalue problems
• Convergence theory for preconditioned eigenvalue solvers in a nutshell
• Convergence rates of individual Ritz values in block preconditioned gradient-type eigensolvers
• Preconditioned iterative methods for a class of nonlinear eigenvalue problems
• Inexact inverse iteration for symmetric matrices
• Iterative minimization of the Rayleigh quotient by block steepest descent iterations
• A locally optimal preconditioned Newton-Schur method for symmetric elliptic eigenvalue problems
• Sharp Ritz value estimates for restarted Krylov subspace iterations
• Convergence analysis of restarted Krylov subspace eigensolvers
• Perturbed preconditioned inverse iteration for operator eigenvalue problems with applications to adaptive wavelet discretization
• A geometric theory for preconditioned inverse iteration. I: Extrema of Rayleigh quotient
• A geometric theory for preconditioned inverse iteration. II: Convergence estimates
• On preconditioned eigensolvers and invert-Lanczos processes
• Cluster robustness of preconditioned gradient subspace iteration eigensolvers
• Gradient flow approach to geometric convergence analysis of preconditioned eigensolvers
• A geometric theory for preconditioned inverse iteration. III: A short and sharp convergence estimate for generalized eigenvalue problems
• Adaptive eigenvalue computation: Complexity estimates
• Convergence Analysis of Newton–Schur Method for Symmetric Elliptic Eigenvalue Problem
• Towards solving large-scale topology optimization problems with buckling constraints at the cost of linear analyses
• Continuous methods for symmetric generalized eigenvalue problems
• Multilevel preconditioned iterative eigensolvers for Maxwell eigenvalue problems
• A geometric theory for preconditioned inverse iteration applied to a subspace
• Computation of the leading eigenvalue and the corresponding eigenelement of eigenvalue problems with nonlinear dependence on the spectral parameter
• Computation of eigenvalues by numerical upscaling
• Increasing efficiency of inverse iteration
• A new justification of the Jacobi-Davidson method for large eigenproblems
• A spectral scheme for Kohn-Sham density functional theory of clusters
• Title not available (Why is that?)
• The hyperbolic quadratic eigenvalue problem
• Guaranteed lower bounds for eigenvalues
• The Jacobi-Davidson method
• A block inverse-free preconditioned Krylov subspace method for symmetric generalized eigenvalue problems
• A geometric theory for preconditioned inverse iteration IV: On the fastest convergence cases
• Smoothed-adaptive perturbed inverse iteration for elliptic eigenvalue problems
• An unconstrained global optimization framework for real symmetric eigenvalue problems
• A Geometric Convergence Theory for the Preconditioned Steepest Descent Iteration
• The preconditioned inverse iteration for hierarchical matrices
• Cluster robust estimates for block gradient-type eigensolvers
• A truncated-CG style method for symmetric generalized eigenvalue problems

Uses Software

• JDQR
• JDQZ
• na18
• lobpcg.m

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