Rayleigh quotient iteration and simplified Jacobi-Davidson method with preconditioned iterative solves

DOI10.1016/j.laa.2007.11.013zbMath1142.65034OpenAlexW2160724837MaRDI QIDQ2479518

Melina A. Freitag, Alastair Spence

Publication date: 26 March 2008

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

Full work available at URL: https://doi.org/10.1016/j.laa.2007.11.013

zbMATH Keywords

numerical examplespreconditioningiterative methodsJacobi-Davidson methodnon-Hermitian eigenvalue probleminexact Rayleigh quotient iterationGalerkin-Krylov solver

Mathematics Subject Classification ID

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

Related Items

Preconditioned Eigensolvers for Large-Scale Nonlinear Hermitian Eigenproblems with Variational Characterizations. II. Interior Eigenvalues ⋮ GMRES convergence bounds for eigenvalue problems ⋮ Efficiently preconditioned inexact Newton methods for large symmetric eigenvalue problems ⋮ Tuned preconditioners for inexact two-sided inverse and Rayleigh quotient iteration ⋮ Preconditioned inexact Jacobi-Davidson method for large symmetric eigenvalue problems ⋮ Low-rank update of preconditioners for the inexact Newton method with SPD Jacobian ⋮ On multistep Rayleigh quotient iterations for Hermitian eigenvalue problems ⋮ Computing the smallest singular triplets of a large matrix ⋮ On convergence of the inexact Rayleigh quotient iteration with the Lanczos method used for solving linear systems ⋮ Generalized Block Tuned Preconditioners for SPD Eigensolvers ⋮ Convergence and preconditioning of inexact inverse subspace iteration for generalized eigenvalue problems ⋮ Fast inexact subspace iteration for generalized eigenvalue problems with spectral transformation ⋮ Computing eigenpairs of Hermitian matrices in augmented Krylov subspace produced by Rayleigh quotient iterations ⋮ Preconditioned inexact Newton-like method for large nonsymmetric eigenvalue problems ⋮ Rayleigh quotient algorithms for nonsymmetric matrix pencils

Uses Software

• JDQR
• JDQZ

Cites Work

• Unnamed Item
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• Efficient expansion of subspaces in the Jacobi-Davidson method for standard and generalized eigenproblems
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• Inexact Rayleigh quotient-type methods for eigenvalue computations
• Two-sided and alternating Jacobi-Davidson
• Inexact inverse iteration for symmetric matrices
• A tuned preconditioner for inexact inverse iteration applied to Hermitian eigenvalue problems
• The Jacobi-Davidson method
• A Jacobi--Davidson Iteration Method for Linear Eigenvalue Problems
• Templates for the Solution of Algebraic Eigenvalue Problems
• A Jacobi–Davidson Iteration Method for Linear Eigenvalue Problems
• Inexact Inverse Iteration with Variable Shift for Nonsymmetric Generalized Eigenvalue Problems