Convergence of inexact inverse iteration with application to preconditioned iterative solvers (Q878195)

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Convergence of inexact inverse iteration with application to preconditioned iterative solvers
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    Convergence of inexact inverse iteration with application to preconditioned iterative solvers (English)
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    26 April 2007
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    This paper is about an inexact inverse iteration applied to the generalized nonsymmetric eigenvalue problem with large and sparse coefficient matrices. It is shown that inexact inverse iteration is a modified Newton method and hence convergence rates for various types of inexact inverse iteration for computing an algebraically simple eigenvalue are obtained. A novel approach to the analysis for variable shifts is used which provides a much simpler analysis, and also suggests a way of analysing preconditioned iterative solvers when the right-hand side is modified.
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    inexact inverse iteration
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    modified Newton method
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    preconditioning
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    convergence
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    sparse matrix
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    generalized nonsymmetric eigenvalue problem
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