On preconditioned eigensolvers and invert-Lanczos processes

DOI10.1016/J.LAA.2008.10.016MaRDI QIDQ999788zbMATH OpenOpenAlexFDO

Authors 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

convergencepreconditioningsmallest eigenvalueRayleigh quotientelliptic eigenvalue problemKrylov subspace iterationsLanczos methods

Mathematics Subject Classification ID

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

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Cites work

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• A comparison of eigensolvers for large-scale 3D modal analysis using AMG-preconditioned iterative methods
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• A new look at the Lanczos algorithm for solving symmetric systems of linear equations
• Algebraic multigrid methods for solving generalized eigenvalue problems
• An implicit restarted Lanczos method for large symmetric eigenvalue problems
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• Convergence Estimates for the Generalized Davidson Method for Symmetric Eigenvalue Problems II: The Subspace Acceleration
• Efficient solution of symmetric eigenvalue problems using multigrid preconditioners in the locally optimal block conjugate gradient method
• Estimates for Some Computational Techniques in Linear Algebra
• Exact estima tes for the rate of convergence of the s-step method of steepest descent in eigenvalue problems
• Further results on the convergence behavior of conjugate-gradients and Ritz values
• Is Jacobi--Davidson Faster than Davidson?
• Multilevel Preconditioners Constructed From Inverse-Based ILUs
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• On exact estimates of the convergence rate of the steepest ascent method in the symmetric eigenvalue problem
• On the Rates of Convergence of the Lanczos and the Block-Lanczos Methods
• Preconditioning eigensolvers -- an Oxymoron?
• Preconditioning indefinite discretization matrices
• Preconditioning of Indefinite and Almost Singular Finite Element Elliptic Equations
• Rational Krylov sequence methods for eigenvalue computation
• Strict estimates of the rate of convergence of an iterative method of computing eigenvalues
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• The site of termination of afferent fibres in the caudate nucleus
• Thick-restart Lanczos method for large symmetric eigenvalue problems

Cited in

(11)

• On the eigenvalue distribution of a class of preconditioning methods
• Gradient flow approach to geometric convergence analysis of preconditioned eigensolvers
• The block preconditioned steepest descent iteration for elliptic operator eigenvalue problems
• Convergence theory for preconditioned eigenvalue solvers in a nutshell
• Preconditioned gradient iterations for the eigenproblem of definite matrix pairs
• On the convergence rate of a preconditioned subspace eigensolver
• Convergence analysis of restarted Krylov subspace eigensolvers
• Algebraic multigrid preconditioning for iterative eigensolvers
• Sharp Ritz value estimates for restarted Krylov subspace iterations
• An unconstrained global optimization framework for real symmetric eigenvalue problems
• Approximate inverse preconditioners for some large dense random electrostatic interaction matrices

Describes a project that uses

Uses Software

• JDQR
• TRLan
• JDQZ

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