Global convergence of the restarted Lanczos and Jacobi-Davidson methods for symmetric eigenvalue problems

DOI10.1007/S00211-015-0699-4zbMATH Open1325.65050OpenAlexW2087959096MaRDI QIDQ500356FDOQ500356

Authors: Kensuke Aishima 

Publication date: 2 October 2015

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00211-015-0699-4

Recommendations

• Restarting techniques for the (Jacobi-)Davidson symmetric eigenvalue method
• On global convergence of subspace projection methods for Hermitian eigenvalue problems
• Convergence estimates of nonrestarted and restarted block-Lanczos methods.
• An implicit restarted Lanczos method for large symmetric eigenvalue problems
• scientific article; zbMATH DE number 6452806

zbMATH Keywords

global convergenceJacobi-Davidson methodblock Lanczos methodexact arithmeticrestarted Lanczos method

Mathematics Subject Classification ID

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

Cites Work

• IRBL: An Implicitly Restarted Block-Lanczos Method for Large-Scale Hermitian Eigenproblems
• Implicit Application of Polynomial Filters in a k-Step Arnoldi Method
• Templates for the Solution of Algebraic Eigenvalue Problems
• Toward the optimal preconditioned eigensolver: Locally optimal block preconditioned conjugate gradient method
• Title not available (Why is that?)
• A Jacobi–Davidson Iteration Method for Linear Eigenvalue Problems
• Title not available (Why is that?)
• Thick-restart Lanczos method for large symmetric eigenvalue problems
• Title not available (Why is that?)
• The iterative calculation of a few of the lowest eigenvalues and corresponding eigenvectors of large real-symmetric matrices
• An implicit restarted Lanczos method for large symmetric eigenvalue problems
• Nearly Optimal Preconditioned Methods for Hermitian Eigenproblems Under Limited Memory. Part II: Seeking Many Eigenvalues
• Generalizations of Davidson’s Method for Computing Eigenvalues of Sparse Symmetric Matrices
• Convergence of Polynomial Restart Krylov Methods for Eigenvalue Computations
• The Davidson Method
• Convergence of Restarted Krylov Subspaces to Invariant Subspaces
• Two-sided and alternating Jacobi-Davidson
• Sharpness in rates of convergence for the symmetric Lanczos method
• Title not available (Why is that?)
• Iterative methods for the computation of a few eigenvalues of a large symmetric matrix
• An iterative method for finding characteristic vectors of a symmetric matrix
• Adaptive projection subspace dimension for the thick-restart Lanczos method
• Implementation Aspects of Band Lanczos Algorithms for Computation of Eigenvalues of Large Sparse Symmetric Matrices
• The simultaneous computation of a few of the algebraically largest and smallest eigenvalues of a large, sparse, symmetric matrix
• Convergence Estimates for the Generalized Davidson Method for Symmetric Eigenvalue Problems I: The Preconditioning Aspect
• Convergence Estimates for the Generalized Davidson Method for Symmetric Eigenvalue Problems II: The Subspace Acceleration
• Is Jacobi--Davidson Faster than Davidson?
• Nearly Optimal Preconditioned Methods for Hermitian Eigenproblems under Limited Memory. Part I: Seeking One Eigenvalue
• On exact estimates of the convergence rate of the steepest ascent method in the symmetric eigenvalue problem

Cited In (7)

• On convergence of iterative projection methods for symmetric eigenvalue problems
• Deflation for the Off-Diagonal Block in Symmetric Saddle Point Systems
• On flexible block Chebyshev-Davidson method for solving symmetric generalized eigenvalue problems
• On global convergence of subspace projection methods for Hermitian eigenvalue problems
• Convergence proof of the harmonic Ritz pairs of iterative projection methods with restart strategies for symmetric eigenvalue problems
• Convergence estimates of nonrestarted and restarted block-Lanczos methods.
• Efficient semidefinite programming with approximate ADMM

Uses Software

• JDQR
• TRLan
• JDQZ
• IRAM
• a-TRLan
• lobpcg.m

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