Fast inexact subspace iteration for generalized eigenvalue problems with spectral transformation
نویسندگان
چکیده
منابع مشابه
A New Inexact Inverse Subspace Iteration for Generalized Eigenvalue Problems
In this paper, we represent an inexact inverse subspace iteration method for computing a few eigenpairs of the generalized eigenvalue problem Ax = Bx [Q. Ye and P. Zhang, Inexact inverse subspace iteration for generalized eigenvalue problems, Linear Algebra and its Application, 434 (2011) 1697-1715 ]. In particular, the linear convergence property of the inverse subspace iteration is preserved.
متن کاملFast inexact subspace iteration for generalized eigenvalue problems with spectral transformation
We study inexact subspace iteration for solving generalized non-Hermitian eigenvalue problems with spectral transformation, with focus on a few strategies that help accelerate preconditioned iterative solution of the linear systems of equations arising in this context. We provide new insights into a special type of preconditioner with “tuning” that has been studied for this algorithm applied to...
متن کاملa new inexact inverse subspace iteration for generalized eigenvalue problems
in this paper, we represent an inexact inverse subspace iteration method for com- puting a few eigenpairs of the generalized eigenvalue problem ax = bx[q. ye and p. zhang, inexact inverse subspace iteration for generalized eigenvalue problems, linear algebra and its application, 434 (2011) 1697-1715 ]. in particular, the linear convergence property of the inverse subspace iteration is preserved.
متن کاملFast Inexact Implicitly Restarted Arnoldi Method for Generalized Eigenvalue Problems with Spectral Transformation
We study an inexact implicitly restarted Arnoldi (IRA) method for computing a few eigenpairs of generalized non-Hermitian eigenvalue problems with spectral transformation, where in each Arnoldi step (outer iteration) the matrix-vector product involving the transformed operator is performed by iterative solution (inner iteration) of the corresponding linear system of equations. We provide new pe...
متن کاملInexact Inverse Subspace Iteration with Preconditioning Applied to Non-Hermitian Eigenvalue Problems
Convergence results are provided for inexact inverse subspace iteration applied to the problem of finding the invariant subspace associated with a small number of eigenvalues of a large sparse matrix. These results are illustrated by the use of block-GMRES as the iterative solver. The costs of the inexact solves are measured by the number of inner iterations needed by the iterative solver at ea...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 2011
ISSN: 0024-3795
DOI: 10.1016/j.laa.2010.06.021