Freitag, M. A. and Spence, A., 2008. Rayleigh quotient iteration and simplified Jacobi-Davidson method with preconditioned iterative solves. Linear Algebra and its Applications, 428 (8-9), pp. 2049-2060.
We show that for the non-Hermitian eigenvalue problem simplified Jacobi-Davidson with preconditioned Galerkin-Krylov solves is equivalent to inexact Rayleigh quotient iteration where the preconditioner is altered by a simple rank one change. This extends existing equivalence results to the case of preconditioned iterative solves. Numerical experiments are shown to agree with the theory.
|Item Type ||Articles|
|Creators||Freitag, M. A.and Spence, A.|
|Uncontrolled Keywords||inexact rayleigh quotient iteration, nonsymmetric eigenproblem, eigenvalue approximation, preconditioning, iterative methods|
|Departments||Faculty of Science > Mathematical Sciences|
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