Generalized Rayleigh quotient and finite element two-grid discretization schemes

This study discusses generalized Rayleigh quotient and high efficiency finite element discretization schemes. Some results are as follows: 1) Rayleigh quotient accelerate technique is extended to nonselfadjoint problems. Generalized Rayleigh quotients of operator form and weak form are defined and the basic relationship between approximate eigenfunction and its generalized Rayleigh quotient is established. 2) New error estimates are obtained by replacing the ascent of exact eigenvalue with the ascent of fin...     

QR algorithm with two-sided Rayleigh quotient shifts

We introduce the two-sided Rayleigh quotient shift to the QR algorithm for non-Hermitian matrices to achieve a cubic local convergence rate. For the singly shifted case, the two-sided Rayleigh quotient iteration is incorporated into the QR iteration. A modified version of the method and its truncated version are developed to improve the efficiency. Based on the observation that the Francis double-shift QR iteration is related to a 2D Grassmann–Rayleigh quotient iteration, A doubly shifted QR algorithm with the two-sided 2D Grassmann–Rayleigh quotient double-shift is proposed. A modified version of the method and its truncated version are also developed. Numerical examples are presented to show the convergence behavior of the proposed algorithms. Numerical examples also show that the truncated versions of the modified methods outperform their counterparts including the standard Rayleigh quotient single-shift and the Francis double-shift.     

A method based on Rayleigh quotient gradient flow for extreme and interior eigenvalue problems

Recently, a continuous method has been proposed by Golub and Liao as an alternative way to solve the minimum and interior eigenvalue problems. According to their numerical results, their method seems promising. This article is an extension along this line. In this article, firstly, we convert an eigenvalue problem to an equivalent constrained optimization problem. Secondly, using the Karush-Kuhn-Tucker conditions of this equivalent optimization problem, we obtain a variant of the Rayleigh quotient gradient flow, which is formulated by a system of differential-algebraic equations. Thirdly, based on the Rayleigh quotient gradient flow, we give a practical numerical method for the minimum and interior eigenvalue problems. Finally, we also give some numerical experiments of our method, the Golub and Liao method, and EIGS (a Matlab implementation for computing eigenvalues using restarted Arnoldi’s method) for some typical eigenvalue problems. Our numerical experiments indicate that our method seems promising for most test problems.     

A Rayleigh quotient minimization algorithm based on algebraic multigrid

This paper presents a new algebraic extension of the Rayleigh quotient multigrid (RQMG) minimization algorithm to compute the smallest eigenpairs of a symmetric positive definite pencil ( A , M ). Earlier versions of RQMG minimize the Rayleigh quotient over a hierarchy of geometric grids. We replace the geometric mesh information with the algebraic information defined by an algebraic multigrid preconditioner. At each level, we minimize the Rayleigh quotient with a block preconditioned algorithm. Numerical experiments illustrate the efficiency of this new algorithm to compute several eigenpairs. Copyright © 2007 John Wiley & Sons, Ltd.     

QZ algorithm with two-sided generalized Rayleigh quotient shifts

We generalize the recently proposed two-sided Rayleigh quotient single-shift and the two-sided Grassmann–Rayleigh quotient double-shift used in the QR algorithm and apply the generalized versions to the QZ algorithm. With such shift strategies the QZ algorithm normally has a cubic local convergence rate. Our main focus is on the modified shift strategies and their corresponding truncated versions. Numerical examples are provided to demonstrate the convergence properties and the efficiency of the QZ algorithm equipped with the proposed shifts. For the truncated versions, local convergence analysis is not provided. Numerical examples show they outperform the modified shifts and the standard Rayleigh quotient single-shift and Francis double-shift.     

Convergence theory for the exact interpolation scheme with approximation vector as the first column of the prolongator and Rayleigh quotient iteration nonlinear smoother

We extend the analysis of the recently proposed nonlinear EIS scheme applied to the partial eigenvalue problem. We address the case where the Rayleigh quotient iteration is used as the smoother on the fine-level. Unlike in our previous theoretical results, where the smoother given by the linear inverse power method is assumed, we prove nonlinear speed-up when the approximation becomes close to the exact solution. The speed-up is cubic. Unlike existent convergence estimates for the Rayleigh quotient iteration, our estimates take advantage of the powerful effect of the coarse-space.     

A note on Inverse Iteration

Inverse iteration, if applied to a symmetric positive definite matrix, is shown to generate a sequence of iterates with monotonously decreasing Rayleigh quotients. We present sharp bounds from above and from below which highlight inverse iteration as a descent scheme for the Rayleigh quotient. Such estimates provide the background for the analysis of the behaviour of the Rayleigh quotient in certain approximate variants of inverse iteration. Copyright © 2004 John Wiley & Sons, Ltd.     

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

Convergence results are provided for inexact two‐sided inverse and Rayleigh quotient iteration, which extend the previously established results to the generalized non‐Hermitian 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, creating a novel way of preconditioning two‐sided algorithms. 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. Copyright © 2014 John Wiley & Sons, Ltd.     

二阶微分方程的逆特征值问题

运用渐近分析的方法及Rayleigh商原理,将Sturm-Liouville问题的Ambarzumyan定理推广到具有Neumann边界条件或拟周期边界条件的二阶微分方程情形.同时,获得了二阶向量微分方程的有关Ambarzumyan型结果.     

二阶微分方程的逆特征值问题

运用渐近分析的方法及Rayleigh商原理,将Sturm-Liouville问题的Ambarzumyan定理推广到具有Neumann边界条件或拟周期边界条件的二阶微分方程情形.同时,获得了二阶向量微分方程的有关Ambarzumyan型结果.     

NONLINEAR RANK-ONE MODIFICATION OF THE SYMMETRIC EIGENVALUE PROBLEM

Nonlinear rank-one modification of the symmetric eigenvalue problem arises from eigenvibrations of mechanical structures with elastically attached loads and calculation of the propagation modes in optical fiber. In this paper, we first study the existence and uniqueness of eigenvalues, and then investigate three numerical algorithms, namely Picard iteration, nonlinear Rayleigh quotient iteration and successive linear approximation method （SLAM）. The global convergence of the SLAM is proven under some mild assumptions. Numerical examples illustrate that the SLAM is the most robust method.     

非自共轭椭圆特征值问题有限元插值校正

本文研究非自共轭椭圆特征值问题有限元插值校正方案.基于插值校正和广义Rayleigh商加速技巧,用三角形线性元二次插值、双二次元双四次插值得到了较好的结果,并用三线性元的三二次捕值将捅值校正推广到三维.     

Two-sided Grassmann–Rayleigh quotient iteration

The two-sided Rayleigh quotient iteration proposed by Ostrowski computes a pair of corresponding left–right eigenvectors of a matrix C. We propose a Grassmannian version of this iteration, i.e., its iterates are pairs of p-dimensional subspaces instead of one-dimensional subspaces in the classical case. The new iteration generically converges locally cubically to the pairs of left–right p-dimensional invariant subspaces of C. Moreover, Grassmannian versions of the Rayleigh quotient iteration are given for the generalized Hermitian eigenproblem, the Hamiltonian eigenproblem and the skew-Hamiltonian eigenproblem.     

Two-Sided Bounds for the Smallest Eigenvalue of a Positive-Definite Matrix in the Presence of Constraints

The problem of minimizing the Rayleigh quotient in the presence of constraints is considered. A method for obtaining two-sided bounds for the smallest eigenvalue is suggested. Bibliography: 4 titles.     

Spectrum of a Self-Adjoint Operator and Palais-Smale Conditions

The spectrum and essential spectrum of a self-adjoint operatorin a real Hilbert space are characterized in terms of Palais–Smaleconditions on its quadratic form and Rayleigh quotient respectively.     

On the weighting method for mixed least squares–total least squares problems

It is well known that the standard algorithm for the mixed least squares–total least squares (MTLS) problem uses the QR factorization to reduce the original problem into a standard total least squares problem with smaller size, which can be solved based on the singular value decomposition (SVD). In this paper, the MTLS problem is proven to be closely related to a weighted total least squares problem with its error‐free columns multiplied by a large weighting factor. A criterion for choosing the weighting factor is given; and for the sake of stability in solving the MTLS problem, the Cholesky factorization‐based inverse (Cho‐INV) iteration and Rayleigh quotient iteration are also considered. For large‐scale MTLS problems, numerical tests show that Cho‐INV is superior to the standard QR‐SVD method, especially for the case with big gap between the desired and undesired singular values and the case when the coefficient matrix has much more error‐contaminated columns. Rayleigh quotient iteration behaves more efficient than QR‐SVD for most cases and fails occasionally, and in some cases, it converges much faster than Cho‐INV but still less efficient due to its higher computation cost.     

A Harnack inequality for a degenerate parabolic equation

We prove a Harnack inequality for a degenerate parabolic equation using proper estimates based on a suitable version of the Rayleigh quotient. Dedicated to Giuseppe Da Prato on the occasion of his 70th birthday     

On proximity of Rayleigh quotients for different vectors and Ritz values generated by different trial subspaces

The Rayleigh quotient is unarguably the most important function used in the analysis and computation of eigenvalues of symmetric matrices. The Rayleigh-Ritz method finds the stationary values of the Rayleigh quotient, called Ritz values, on a given trial subspace as optimal, in some sense, approximations to eigenvalues.In the present paper, we derive upper bounds for proximity of the Ritz values in terms of the proximity of the trial subspaces without making an assumption that the trial subspace is close to an invariant subspace. The main result is that the absolute value of the perturbations in the Ritz values is bounded by a constant times the gap between the original trial subspace and its perturbation. The constant is the spread in the matrix spectrum, i.e. the difference between the largest and the smallest eigenvalues of the matrix. It’s shown that the constant cannot be improved. We then generalize this result to arbitrary unitarily invariant norms, but we have to increase the constant by a factor of .Our results demonstrate, in particular, the stability of the Ritz values with respect to a perturbation in the trial subspace.     

Rnyleigh商理论应用于矩阵特征值的收缩技术

This paper analyzes the influences of the deflation on the accuracy of the com pared eigenvalues of matrix. Based on the Rayleigh quotient theory, we proved that the influences, Generally speaking, are less important.     

On the Convergence of Diagonal Elements and Asymptotic Convergence Rates for the Shifted Tridiagonal QL Algorithm

The convergence of diagonal elements of an irreducible symmetric triadiagonal matrix under QL algorithm with some kinds of shift is discussed. It is proved that if $\alpha_1-\sigma$→0 and $\beta_j$→0, j=1,2,...,m, then $\alpha_j$→$λ_j$ where $λ_j$ are m eigenvalues of the matrix, and $\sigma$ is the origin shift. The asymptotic convergence rates of three kinds of shift, Rayleigh quotient shift, Wilkinson's shift and RW shift, are analysed.