Inner iterations in the shift-invert residual Arnoldi method and the Jacobi-Davidson method
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Publication:477157
DOI10.1007/S11425-014-4791-5zbMATH Open1312.65054arXiv1109.5455OpenAlexW2118497999MaRDI QIDQ477157FDOQ477157
Publication date: 2 December 2014
Published in: Science China. Mathematics (Search for Journal in Brave)
Abstract: Using a new analysis approach, we establish a general convergence theory of the Shift-Invert Residual Arnoldi (SIRA) method for computing a simple eigenvalue nearest to a given target and the associated eigenvector. In SIRA, a subspace expansion vector at each step is obtained by solving a certain inner linear system. We prove that the inexact SIRA method mimics the exact SIRA well, that is, the former uses almost the same outer iterations to achieve the convergence as the latter does if all the inner linear systems are iteratively solved with {em low} or {em modest} accuracy during outer iterations. Based on the theory, we design practical stopping criteria for inner solves. Our analysis is on one step expansion of subspace and the approach applies to the Jacobi--Davidson (JD) method with the fixed target as well, and a similar general convergence theory is obtained for it. Numerical experiments confirm our theory and demonstrate that the inexact SIRA and JD are similarly effective and are considerably superior to the inexact SIA.
Full work available at URL: https://arxiv.org/abs/1109.5455
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numerical experimentJacobi-Davidson methodstopping criteriainner iterationexpansion vectorlow or modest accuracyouter iterationshift-invert residual Arnoldi methodsparse matrix eigenvalue problemsubspace expansion
Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Iterative numerical methods for linear systems (65F10)
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Cited In (19)
- An extended shift-invert residual Arnoldi method
- On Inner Iterations of Jacobi--Davidson Type Methods for Large SVD Computations
- iSIRA: integrated shift-invert residual Arnoldi method for graph Laplacian matrices from big data
- The bi-Lebedev scheme for the Maxwell eigenvalue problem with 3D bi-anisotropic complex media
- A positivity preserving inexact Noda iteration for computing the smallest eigenpair of a large irreducible \(M\)-matrix
- On expansion of search subspaces for large non-Hermitian eigenproblems
- A Golub--Kahan Davidson Method for Accurately Computing a Few Singular Triplets of Large Sparse Matrices
- Electromagnetic field behavior of 3D Maxwell's equations for chiral media
- Harmonic and refined harmonic shift-invert residual Arnoldi and Jacobi-Davidson methods for interior eigenvalue problems
- The inexact residual iteration method for quadratic eigenvalue problem and the analysis of convergence
- Two harmonic Jacobi-Davidson methods for computing a partial generalized singular value decomposition of a large matrix pair
- A hybrid Jacobi-Davidson method for interior cluster eigenvalues with large null-space in three dimensional lossless drude dispersive metallic photonic crystals
- A cross-product free Jacobi-Davidson type method for computing a partial generalized singular value decomposition of a large matrix pair
- Theoretical and Computable Optimal Subspace Expansions for Matrix Eigenvalue Problems
- An efficient contour integral based eigensolver for 3D dispersive photonic crystal
- A convergence analysis of the inexact simplified Jacobi-Davidson algorithm for polynomial eigenvalue problems
- Eigenvalue solvers for three dimensional photonic crystals with face-centered cubic lattice
- On the correction equation of the Jacobi-Davidson method
- Efficient Preconditioned Inner Solves For Inexact Rayleigh Quotient Iteration And Their Connections To The Single-Vector Jacobi–Davidson Method
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