Tuned preconditioners for inexact two-sided inverse and Rayleigh quotient iteration / Melina Freitag, Patrick Kürschner

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Tuned preconditioners for inexact two-sided inverse and Rayleigh quotient iteration

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870435000

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urn:nbn:de:gbv:3:2-64172

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Magdeburg : Max Planck Institute for Dynamics of Complex Technical Systems, April 23, 2013

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1 Online-Ressource (26 Seiten = 0,55 MB) : Diagramme

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eng

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Abstract

Abstract: Convergence results are provided for inexact two-sided inverse and Rayleigh quotient iteration, which extend the previously established results to the generalized eigenproblem, and inexact solves with a decreasing solve tolerance. Moreover, the simultaneous solution of the forward and adjoint problem arising in two-sided methods is considered and the successful tuning strategy for preconditioners is extended to two-sided methods. Furthermore, it is shown that inexact two-sided Rayleigh quotient iteration and the inexact two-sided Jacobi-Davidson method (without subspace expansion) applied to the generalized preconditioned eigenvalue problem are equivalent when a certain number of steps of a Petrov-Galerkin-Krylov method is used, and when this specific tuning strategy is applied.

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Max Planck Institute Magdeburg Preprints ; 13-04 ppn:870173030

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