Title of article :
A geometric theory for preconditioned inverse iteration IV: On the fastest convergence cases
Author/Authors :
Klaus Neymeyr، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
Pages :
26
From page :
114
To page :
139
Abstract :
In order to compute the smallest eigenvalue together with an eigenfunction of a self-adjoint elliptic partial differential operator one can use the preconditioned inverse iteration scheme, also called the preconditioned gradient iteration. For this iterative eigensolver estimates on the poorest convergence have been published by several authors. In this paper estimates on the fastest possible convergence are derived. To this end the convergence problem is reformulated as a two-level constrained optimization problem for the Rayleigh quotient. The new convergence estimates reveal a wide range between the fastest possible and the slowest convergence.
Keywords :
Preconditioner , Elliptic partial differential operator , Multigrid , Symmetric eigenvalue problem , Inverse iteration , Rayleigh quotient
Journal title :
Linear Algebra and its Applications
Serial Year :
2006
Journal title :
Linear Algebra and its Applications
Record number :
825134
Link To Document :
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