Inexact Inverse Subspace Iteration with Preconditioning Applied to Non-Hermitian Eigenvalue Problems

DOI10.1137/060673795zbMath1269.65036OpenAlexW2009921428MaRDI QIDQ5190220

Mickaël Robbé, Alastair Spence, Miloud Sadkane

Publication date: 15 March 2010

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: http://opus.bath.ac.uk/168/1/Spence_SIMAX_submitted.pdf

zbMATH Keywords

algorithmconvergencenumerical examplespreconditioningiterative methodseigenvalue approximationinverse subspace iterationlarge sparse matrixblock-GMRES

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Iterative numerical methods for linear systems (65F10) Preconditioners for iterative methods (65F08)

Related Items (15)

GMRES convergence bounds for eigenvalue problems ⋮ A Rayleigh-Chebyshev procedure for finding the smallest eigenvalues and associated eigenvectors of large sparse Hermitian matrices ⋮ Tuned preconditioners for inexact two-sided inverse and Rayleigh quotient iteration ⋮ A FEAST SVDsolver based on Chebyshev-Jackson series for computing partial singular triplets of large matrices ⋮ Preconditioners for Krylov subspace methods: An overview ⋮ Inexact inverse subspace iteration for generalized eigenvalue problems ⋮ Convergence and preconditioning of inexact inverse subspace iteration for generalized eigenvalue problems ⋮ Inexact Newton method for the solution of eigenproblems arising in hydrodynamic temporal stability analysis ⋮ Acceleration of inverse subspace iteration with Newton's method ⋮ Inverse subspace bi-iteration and bi-Newton methods for computing spectral projectors ⋮ Fast inexact subspace iteration for generalized eigenvalue problems with spectral transformation ⋮ Generalized Preconditioned Locally Harmonic Residual Method for Non-Hermitian Eigenproblems ⋮ Low-Rank Solution Methods for Stochastic Eigenvalue Problems ⋮ Inexact inverse subspace iteration with preconditioning applied to quadratic matrix polynomials ⋮ A positivity preserving inexact Noda iteration for computing the smallest eigenpair of a large irreducible \(M\)-matrix

Uses Software

• JDQR
• Eigtool
• JDQZ
• JDCG

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