Title
Harmonic and refined harmonic shift-invert residual Arnoldi and Jacobi-Davidson methods for interior eigenvalue problems
Abstract
This paper concerns the harmonic shift-invert residual Arnoldi (HSIRA) and Jacobi-Davidson (HJD) methods as well as their refined variants RHSIRA and RHJD for the interior eigenvalue problem. Each method needs to solve an inner linear system to expand the subspace successively. When the linear systems are solved only approximately, we are led to the inexact methods. We prove that the inexact HSIRA, RHSIRA, HJD and RHJD methods mimic their exact counterparts well when the inner linear systems are solved with only low or modest accuracy. We show that (i) the exact HSIRA and HJD expand subspaces better than the exact SIRA and JD and (ii) the exact RHSIRA and RHJD expand subspaces better than the exact HSIRA and HJD. Based on the theory, we design stopping criteria for inner solves. To be practical, we present restarted HSIRA, HJD, RHSIRA and RHJD algorithms. Numerical results demonstrate that these algorithms are much more efficient than the restarted standard SIRA and JD algorithms and furthermore the refined harmonic algorithms outperform the harmonic ones very substantially.
Year
DOI
Venue
2015
10.1016/j.cam.2014.12.043
Journal of Computational and Applied Mathematics
Keywords
Field
DocType
harmonic
Residual,Mathematical optimization,Linear system,Subspace topology,Mathematical analysis,Harmonic,Linear subspace,Eigenvalues and eigenvectors,Mathematics
Journal
Volume
Issue
ISSN
282
C
Journal of Computational and Applied Mathematics, 282 (2015) 83-97
Citations 
PageRank 
References 
3
0.43
11
Authors
2
Name
Order
Citations
PageRank
Zhongxiao Jia112118.57
Cen Li230.43