Rayleigh quotient iteration and simplified Jacobi-Davidson method with preconditioned iterative solves
Reference:
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.
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Official URL:
http://dx.doi.org/10.1016/j.laa.2007.11.013
Abstract
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.
Details
| Item Type | Articles |
| Creators | Freitag, M. A.and Spence, A. |
| DOI | 10.1016/j.laa.2007.11.013 |
| Uncontrolled Keywords | inexact rayleigh quotient iteration, nonsymmetric eigenproblem, eigenvalue approximation, preconditioning, iterative methods |
| Departments | Faculty of Science > Mathematical Sciences |
| Refereed | Yes |
| Status | Published |
| ID Code | 167 |
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