Combination of Jacobi–Davidson and conjugate gradients for the partial symmetric eigenproblem

DOI10.1002/nla.246zbMath1071.65516OpenAlexW2142184851MaRDI QIDQ5317830

Yvan Notay

Publication date: 21 September 2005

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

Full work available at URL: https://doi.org/10.1002/nla.246

zbMATH Keywords

eigenvalueeigenvectorpreconditioningJacobi-Davidson methodconjugate gradientreal symmetric matrix

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Related Items

On global convergence of subspace projection methods for Hermitian eigenvalue problems, A truncated-CG style method for symmetric generalized eigenvalue problems, Cluster robustness of preconditioned gradient subspace iteration eigensolvers, A Rayleigh-Ritz style method for large-scale discriminant analysis, An extended basis inexact shift-invert Lanczos for the efficient solution of large-scale generalized eigenproblems, Computing eigenpairs in augmented Krylov subspace produced by Jacobi-Davidson correction equation, Accelerating large partial EVD/SVD calculations by filtered block Davidson methods, A Block Preconditioned Harmonic Projection Method for Large-Scale Nonlinear Eigenvalue Problems, A block Chebyshev-Davidson method with inner-outer restart for large eigenvalue problems, Efficiently preconditioned inexact Newton methods for large symmetric eigenvalue problems, A new justification of the Jacobi-Davidson method for large eigenproblems, A New Stopping Criterion for Krylov Solvers Applied in Interior Point Methods, A multigrid accelerated eigensolver for the Hermitian Wilson-Dirac operator in lattice QCD, Computational experience with sequential and parallel, preconditioned Jacobi--Davidson for large, sparse symmetric matrices, On optimizing Jacobi-Davidson method for calculating eigenvalues in low dimensional structures using eight band \(\mathbf{k}\cdot\mathbf{p}\) model, Efficient computation of matrix power-vector products: application for space-fractional diffusion problems, Inner iterations in the shift-invert residual Arnoldi method and the Jacobi-Davidson method, Generalized Block Tuned Preconditioners for SPD Eigensolvers, Jacobi--Davidson Method on Low-Rank Matrix Manifolds, Computing the smallest eigenpairs of the graph Laplacian, On local quadratic convergence of inexact simplified Jacobi-Davidson method, Efficient parallel solution to large‐size sparse eigenproblems with block FSAI preconditioning, Parallel preconditioned conjugate gradient optimization of the Rayleigh quotient for the solution of sparse eigenproblems, JADAMILU: a software code for computing selected eigenvalues of large sparse symmetric matrices, On the positivity of the coefficients of a certain polynomial defined by two positive definite matrices, The Jacobi-Davidson method, Deflation by restriction for the inverse-free preconditioned Krylov subspace method, Computing eigenpairs of Hermitian matrices in augmented Krylov subspace produced by Rayleigh quotient iterations, An Out-of-Core Eigen-Solver with OpenMP Parallel Scheme for Large Spare Damped System, Tuned preconditioners for the eigensolution of large SPD matrices arising in engineering problems, On Inner Iterations of Jacobi--Davidson Type Methods for Large SVD Computations, A Golub--Kahan Davidson Method for Accurately Computing a Few Singular Triplets of Large Sparse Matrices, A convergence analysis of the inexact Rayleigh quotient iteration and simplified Jacobi-Davidson method for the large Hermitian matrix eigenproblem, A block inverse-free preconditioned Krylov subspace method for symmetric generalized eigenvalue problems, A SEQUENTIAL SUBSPACE PROJECTION METHOD FOR LINEAR SYMMETRIC EIGENVALUE PROBLEM, 3-D nested eigenanalysis on finite element grids, A geometric theory for preconditioned inverse iteration. III: A short and sharp convergence estimate for generalized eigenvalue problems, Feasible Barzilai–Borwein-like methods for extreme symmetric eigenvalue problems, A solution procedure for constrained eigenvalue problems and its application within the structural finite-element code NOSA-ITACA

Uses Software

• JDQR
• JDQZ
• JDCG

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Upper eigenvalue bounds for pencils of matrices
• Subspace iterative methods for eigenvalue problems
• The iterative calculation of a few of the lowest eigenvalues and corresponding eigenvectors of large real-symmetric matrices
• The effects of inexact solvers in algorithms for symmetric eigenvalue problems
• Inexact inverse iteration for generalized eigenvalue problems
• A geometric theory for preconditioned inverse iteration. I: Extrema of Rayleigh quotient
• A geometric theory for preconditioned inverse iteration. II: Convergence estimates
• Robust preconditioning of large, sparse, symmetric eigenvalue problems
• Jacobi-Davidson type methods for generalized eigenproblems and polynomial eigenproblems
• Generalizations of Davidson’s Method for Computing Eigenvalues of Sparse Symmetric Matrices
• Inverse Iteration, Ill-Conditioned Equations and Newton’s Method
• A class of first order factorization methods
• Jacobi--Davidson Style QR and QZ Algorithms for the Reduction of Matrix Pencils
• Using Generalized Cayley Transformations within an Inexact Rational Krylov Sequence Method
• The Geometry of Algorithms with Orthogonality Constraints
• The Davidson Method
• Asymptotic Convergence of Conjugate Gradient Methods for the Partial Symmetric Eigenproblem
• Optimal Order Preconditioning of Finite Difference Matrices
• Templates for the Solution of Algebraic Eigenvalue Problems
• Preconditioning the Lanczos Algorithm for Sparse Symmetric Eigenvalue Problems
• A Jacobi–Davidson Iteration Method for Linear Eigenvalue Problems
• An Approximate Factorization Procedure for Solving Self-Adjoint Elliptic Difference Equations