Riccati-based preconditioner for computing invariant subspaces of large matrices (Q1614997)
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scientific article; zbMATH DE number 1798934
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Riccati-based preconditioner for computing invariant subspaces of large matrices |
scientific article; zbMATH DE number 1798934 |
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Riccati-based preconditioner for computing invariant subspaces of large matrices (English)
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10 September 2002
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A block version of the Jacobi-Davidson method is introduced as a linearized version of the Riccati equation in approximating the invariant subspace at each iteration step during computing eigenvalues of a large matrix. The quasi-quadratic convergence of the method is proved provided that the approximate invariant space is close to the exact one. Numerical examples illustrate the methodology.
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preconditioner
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numerical examples
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Jacobi-Davidson method
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Riccati equation
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invariant subspace
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eigenvalues
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convergence
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