Convergence of inexact inverse iteration with application to preconditioned iterative solvers

DOI10.1007/s10543-006-0100-1zbMath1121.65038OpenAlexW2149565824MaRDI QIDQ878195

Melina A. Freitag, Alastair Spence

Publication date: 26 April 2007

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10543-006-0100-1

zbMATH Keywords

convergencepreconditioningsparse matrixmodified Newton methodinexact inverse iterationgeneralized nonsymmetric eigenvalue problem

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical computation of matrix norms, conditioning, scaling (65F35)

Related Items (19)

Tuned preconditioners for inexact two-sided inverse and Rayleigh quotient iteration ⋮ A New Stopping Criterion for Krylov Solvers Applied in Interior Point Methods ⋮ Local convergence analysis of several inexact Newton-type algorithms for general nonlinear eigenvalue problems ⋮ Convergence factors of Newton methods for nonlinear eigenvalue problems ⋮ Preconditioners for Krylov subspace methods: An overview ⋮ Inexact inverse subspace iteration for generalized eigenvalue problems ⋮ On multistep Rayleigh quotient iterations for Hermitian eigenvalue problems ⋮ On convergence of the inexact Rayleigh quotient iteration with MINRES ⋮ On convergence of the inexact Rayleigh quotient iteration with the Lanczos method used for solving linear systems ⋮ Convergence and preconditioning of inexact inverse subspace iteration for generalized eigenvalue problems ⋮ Acceleration of inverse subspace iteration with Newton's method ⋮ Rayleigh quotient iteration and simplified Jacobi-Davidson method with preconditioned iterative solves ⋮ Fast inexact subspace iteration for generalized eigenvalue problems with spectral transformation ⋮ A Sylvester–Arnoldi type method for the generalized eigenvalue problem with two‐by‐two operator determinants ⋮ Computing eigenpairs of Hermitian matrices in perfect Krylov subspaces ⋮ On convergence of iterative projection methods for symmetric eigenvalue problems ⋮ Computing eigenpairs of Hermitian matrices in augmented Krylov subspace produced by Rayleigh quotient iterations ⋮ Unnamed Item ⋮ A Quasi-Optimal Factorization Preconditioner for Periodic Schrödinger Eigenstates in Anisotropically Expanding Domains

Uses Software

• lobpcg.m

Cites Work

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• Inexact inverse iteration for generalized eigenvalue problems
• A geometric theory for preconditioned inverse iteration. I: Extrema of Rayleigh quotient
• Inexact Rayleigh quotient-type methods for eigenvalue computations
• Inexact inverse iteration for symmetric matrices
• Toward the Optimal Preconditioned Eigensolver: Locally Optimal Block Preconditioned Conjugate Gradient Method
• Inverse Iteration, Ill-Conditioned Equations and Newton’s Method
• The Geometry of Algorithms with Orthogonality Constraints
• A General View of Minimally Extended Systems for Simple Bifurcation Points
• A Generalized Rayleigh Quotient Iteration for Computing Simple Eigenvalues of Nonnormal Matrices
• Inexact Inverse Iteration with Variable Shift for Nonsymmetric Generalized Eigenvalue Problems
• The method of conjugate gradients used in inverse iteration
• Nichtlineare Behandlung von Eigenwertaufgaben

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