On the convergence rate of a preconditioned subspace eigensolver

DOI10.1007/S006070050032MaRDI QIDQ1969306zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 13 September 2000

Published in Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s006070050032

zbMATH Keywords

condition numberconvergenceDavidson type algorithmeigenvalue problemsmultigrid preconditioned conjugate gradient algorithmpreconditionersubspace method

Mathematics Subject Classification ID

Boundary value problems for second-order elliptic equations (35J25) Iterative numerical methods for linear systems (65F10) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical computation of matrix norms, conditioning, scaling (65F35) Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55)

Review text

The paper presents a proof of convergence for a preconditioned subspace method, based on a Davidson type algorithm, which shows the dependency of the convergence rate on the preconditioner used. More precisely, it is show that the convergence rate depends on the condition number of the preconditioner system and the relative separation of the first two eigenvalues. Finally it is demonstrated that, using a multigrid preconditioned conjugate gradient algorithm, for suitable discretizations of elliptic partial differential equations, the convergence rate is bounded independently of the grid spacing.

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