Riccati-based preconditioner for computing invariant subspaces of large matrices

DOI10.1007/S002110100355MaRDI QIDQ1614997zbMATH OpenOpenAlexFDO

Authors R. Smith

Publication date 10 September 2002

Published in Numerische Mathematik (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s002110100355

zbMATH Keywords

convergenceeigenvaluesinvariant subspaceJacobi-Davidson methodnumerical examplespreconditionerRiccati equation

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical computation of matrix norms, conditioning, scaling (65F35)

Review text

A block version of the Jacobi-Davidson method is introduced as a linearized version of the Riccati equation in approximating the invariant subspace at each iteration step during computing eigenvalues of a large matrix. The quasi-quadratic convergence of the method is proved provided that the approximate invariant space is close to the exact one. Numerical examples illustrate the methodology.

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(4)

• A priori error bounds on invariant subspace approximations by block Krylov subspaces
• Convergence and preconditioning of inexact inverse subspace iteration for generalized eigenvalue problems
• Block Newton method and block Rayleigh quotient iteration for computing invariant subspaces of general complex matrices
• Refining estimates of invariant and deflating subspaces for large and sparse matrices and pencils

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