Iterative minimization of the Rayleigh quotient by block steepest descent iterations

DOI10.1002/NLA.1915MaRDI QIDQ2948072zbMATH OpenOpenAlexFDO

Authors Klaus Neymeyr, Ming Zhou

Publication date 29 September 2015

Published in Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/nla.1915

zbMATH Keywords

convergenceeigenvectorsnumerical experimentssmallest eigenvaluegeneralized eigenvalue problemRayleigh-Ritz proceduresubspace iterationsteepest descent/ascentLaplacian eigenproblemsymmetric positive definite matrix pair

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Inequalities involving eigenvalues and eigenvectors (15A42) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

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Cites work

• scientific article; zbMATH DE number 3671573 (Why is no real title available?)
• scientific article; zbMATH DE number 766233 (Why is no real title available?)
• A Generalized Lanczos Scheme
• A Geometric Convergence Theory for the Preconditioned Steepest Descent Iteration
• A geometric theory for preconditioned inverse iteration applied to a subspace
• A geometric theory for preconditioned inverse iteration. III: A short and sharp convergence estimate for generalized eigenvalue problems
• A note on Inverse Iteration
• ASYMPTOTIC BEHAVIOR OF THE $ s$-STEP METHOD OF STEEPEST DESCENT FOR EIGENVALUE PROBLEMS IN HILBERT SPACE
• An Inverse Free Preconditioned Krylov Subspace Method for Symmetric Generalized Eigenvalue Problems
• An iterative method for finding characteristic vectors of a symmetric matrix
• Convergence analysis of gradient iterations for the symmetric eigenvalue problem
• Exact estima tes for the rate of convergence of the s-step method of steepest descent in eigenvalue problems
• Improved algorithms for the lowest few eigenvalues and associated eigenvectors of large matrices
• On exact estimates of the convergence rate of the steepest ascent method in the symmetric eigenvalue problem
• Simultaneous Rayleigh-quotient minimization methods for Ax=lambdaBx
• Strict estimates of the rate of convergence of an iterative method of computing eigenvalues
• Templates for the Solution of Algebraic Eigenvalue Problems

Cited in

(7)

• Rayleigh quotient minimization method for symmetric eigenvalue problems
• Sharp Ritz value estimates for restarted Krylov subspace iterations
• Convergence analysis of restarted Krylov subspace eigensolvers
• Convergence analysis of gradient iterations for the symmetric eigenvalue problem
• Geodesic convexity of the symmetric eigenvalue problem and convergence of steepest descent
• scientific article; zbMATH DE number 4096232 (Why is no real title available?)
• Conditional gradient method for double-convex fractional programming matrix problems

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Uses Software

• JDQZ
• JDQR
• EIGIFP

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