Fast inexact subspace iteration for generalized eigenvalue problems with spectral transformation

DOI10.1016/j.laa.2010.06.021zbMath1253.65059OpenAlexW2127664150MaRDI QIDQ541924

Fei Xue, Howard C. Elman

Publication date: 8 June 2011

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2010.06.021

zbMATH Keywords

algorithmnumerical experimentsdeflationgeneralized non-Hermitian eigenvalue problemsinexact subspace iterationstarting vectorsubspace recyclingtuned preconditioner

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Preconditioners for iterative methods (65F08)

Related Items (15)

Generalized subspace iteration method for solving matrix pair eigenproblem ⋮ GMRES convergence bounds for eigenvalue problems ⋮ Accelerating large partial EVD/SVD calculations by filtered block Davidson methods ⋮ Tuned preconditioners for inexact two-sided inverse and Rayleigh quotient iteration ⋮ Refined isogeometric analysis of quadratic eigenvalue problems ⋮ Krylov solvability under perturbations of abstract inverse linear problems ⋮ Computing the smallest singular triplets of a large matrix ⋮ Refined isogeometric analysis for generalized Hermitian eigenproblems ⋮ Convergence and preconditioning of inexact inverse subspace iteration for generalized eigenvalue problems ⋮ Inexact Newton method for the solution of eigenproblems arising in hydrodynamic temporal stability analysis ⋮ Acceleration of inverse subspace iteration with Newton's method ⋮ Inverse subspace bi-iteration and bi-Newton methods for computing spectral projectors ⋮ Generalized Preconditioned Locally Harmonic Residual Method for Non-Hermitian Eigenproblems ⋮ A Block Minimum Residual Norm Subspace Solver with Partial Convergence Management for Sequences of Linear Systems ⋮ Inexact inverse subspace iteration with preconditioning applied to quadratic matrix polynomials

Uses Software

• JDQR
• IFISS
• JDQZ

Cites Work

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• Algorithm 866
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• On Krylov Subspace Approximations to the Matrix Exponential Operator
• Convergence Analysis of Inexact Rayleigh Quotient Iteration
• Residual-Minimizing Krylov Subspace Methods for Stabilized Discretizations of Convection-Diffusion Equations
• GMRES with Deflated Restarting
• Inexact Inverse Subspace Iteration with Preconditioning Applied to Non-Hermitian Eigenvalue Problems
• Inexact Inverse Iteration with Variable Shift for Nonsymmetric Generalized Eigenvalue Problems

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