Name
Abstract | ||
|---|---|---|
Convergence results are provided for inexact two-sided inverse and Rayleigh quotient iteration, which extend the previously established results to the generalized non-Hermitian eigenproblem and inexact solves with a decreasing solve tolerance. Moreover, the simultaneous solution of the forward and adjoint problem arising in two-sided methods is considered, and the successful tuning strategy for preconditioners is extended to two-sided methods, creating a novel way of preconditioning two-sided algorithms. Furthermore, it is shown that inexact two-sided Rayleigh quotient iteration and the inexact two-sided Jacobi-Davidson method (without subspace expansion) applied to the generalized preconditioned eigenvalue problem are equivalent when a certain number of steps of a Petrov-Galerkin-Krylov method is used and when this specific tuning strategy is applied. Copyright (c) 2014 John Wiley & Sons, Ltd. |
Year | DOI | Venue |
|---|---|---|
2015 | 10.1002/nla.1945 | NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS |
Keywords | Field | DocType |
two-sided (in)exact Rayleigh quotient iteration,inexact inverse iteration,convergence rate,preconditioning,Krylov subspace methods,Bi-conjugated gradients,two-sided Jacobi-Davidson method | Convergence (routing),Rayleigh quotient iteration,Mathematical optimization,Preconditioner,Subspace topology,Mathematical analysis,Rate of convergence,Mathematics,Power iteration,Eigenvalues and eigenvectors,Inverse iteration | Journal |
Volume | Issue | ISSN |
22.0 | 1.0 | 1070-5325 |
Citations | PageRank | References |
0 | 0.34 | 14 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Melina A. Freitag | 1 | 7 | 2.94 |
| Patrick Kürschner | 2 | 37 | 5.29 |