The preconditioned inverse iteration for hierarchical matrices

DOI10.1002/NLA.1830zbMATH Open1289.65074OpenAlexW1884063203WikidataQ115224037 ScholiaQ115224037MaRDI QIDQ5397309FDOQ5397309

Authors: P. Benner, Thomas Mach 

Publication date: 19 February 2014

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

Full work available at URL: https://doi.org/10.1002/nla.1830

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zbMATH Keywords

numerical resultsalgorithmboundary element methodssymmetric hierarchical matricessmallest eigenvaluesinner eigenvaluespreconditioned inverse iterationdata-sparse matricesfolded spectrum methodadaptive \(\mathcal {H}\)-Cholesky decompositionFEM examples

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Preconditioners for iterative methods (65F08) Positive matrices and their generalizations; cones of matrices (15B48) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Boundary element methods for boundary value problems involving PDEs (65N38)

Cites Work

• LAPACK Users' Guide
• A sparse matrix arithmetic based on \({\mathfrak H}\)-matrices. I: Introduction to \({\mathfrak H}\)-matrices
• Existence of \(\mathcal H\)-matrix approximants to the inverse FE-matrix of elliptic operators with \(L^\infty\)-coefficients
• Approximation of solution operators of elliptic partial differential equations by \({\mathcal H}\)- and \({\mathcal H}^2\)-matrices
• Direct minimization for calculating invariant subspaces in density functional computations of the electronic structure
• Breaking the Curse of Dimensionality, Or How to Use SVD in Many Dimensions
• Computing interior eigenvalues of large matrices
• Construction and arithmetics of \(\mathcal H\)-matrices
• Domain decomposition based \({\mathcal H}\)-LU preconditioning
• Title not available (Why is that?)
• Hierarchische Matrizen
• Approximation of \(2^d\times2^d\) matrices using tensor decomposition
• Numerical solution of the Hartree-Fock equation in multilevel tensor-structured format
• Use of tensor formats in elliptic eigenvalue problems.
• Hierarchical matrices based on a weak admissibility criterion
• Introduction to hierarchical matrices with applications.
• A Grassmann--Rayleigh quotient iteration for computing invariant subspaces
• A geometric theory for preconditioned inverse iteration. I: Extrema of Rayleigh quotient
• A geometric theory for preconditioned inverse iteration. II: Convergence estimates
• A geometric theory for preconditioned inverse iteration. III: A short and sharp convergence estimate for generalized eigenvalue problems
• A geometric theory for preconditioned inverse iteration applied to a subspace
• Gradient flow approach to geometric convergence analysis of preconditioned eigensolvers
• Computational chemistry from the perspective of numerical analysis
• Preconditioning eigensolvers -- an Oxymoron?

Cited In (4)

• Computing inner eigenvalues of matrices in tensor train matrix format
• Hierarchical Matrix Approximations of Hessians Arising in Inverse Problems Governed by PDEs
• Matrices with hierarchical low-rank structures
• The LR Cholesky algorithm for symmetric hierarchical matrices

Uses Software

• LAPACK

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