On preconditioned eigensolvers and invert-Lanczos processes

DOI10.1016/j.laa.2008.10.016zbMath1165.65071OpenAlexW1966236905MaRDI QIDQ999788

Klaus Neymeyr

Publication date: 10 February 2009

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

Full work available at URL: https://doi.org/10.1016/j.laa.2008.10.016

zbMATH Keywords

convergencepreconditioningRayleigh quotientsmallest eigenvalueLanczos methodselliptic eigenvalue problemKrylov subspace iterations

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Estimates of eigenvalues in context of PDEs (35P15) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Numerical computation of matrix norms, conditioning, scaling (65F35) Finite difference methods for boundary value problems involving PDEs (65N06) Numerical methods for eigenvalue problems for boundary value problems involving PDEs (65N25)

Related Items (4)

Convergence Analysis of Restarted Krylov Subspace Eigensolvers ⋮ Sharp Ritz value estimates for restarted Krylov subspace iterations ⋮ Preconditioned gradient iterations for the eigenproblem of definite matrix pairs ⋮ An unconstrained global optimization framework for real symmetric eigenvalue problems

Uses Software

• JDQR
• TRLan
• JDQZ

Cites Work

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