Rayleigh Quotient iteration and simplified Jacobi-Davidson method with preconditioned iterative solves
نویسنده
چکیده
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.
منابع مشابه
Rayleigh Quotient Iteration and Simplified Jacobi-davidson with Preconditioned Iterative Solves for Generalised Eigenvalue Problems
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