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Cluster robustness of preconditioned gradient subspace iteration eigensolvers

Ovtchinnikov, Evgueni (2006) Cluster robustness of preconditioned gradient subspace iteration eigensolvers. Linear Algebra and its Applications, 415 (1). pp. 140-166. ISSN 0024-3795

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Official URL: http://dx.doi.org/10.1016/j.laa.2005.06.039

Abstract

The paper presents convergence estimates for a class of iterative methods for solving partial generalized symmetric eigenvalue problems whereby a sequence of subspaces containing approximations to eigenvectors is generated by combining the Rayleigh-Ritz and the preconditioned steepest descent/ascent methods. The paper uses a novel approach of studying the convergence of groups of eigenvalues, rather than individual ones, to obtain new convergence estimates for this class of methods that are cluster robust, i.e. do not involve distances between computed eigenvalues.

Item Type:Article
Uncontrolled Keywords:Self-adjoint eigenvalue problem, Steepest descent/ascent method, Conjugate gradient method, Preconditioning, Convergence estimates, Clustered eigenvalues
Research Community:University of Westminster > Electronics and Computer Science, School of
ID Code:2204
Deposited On:27 Jun 2006
Last Modified:15 Oct 2009 15:04

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