A geometric theory for preconditioned inverse iteration IV: On the fastest convergence cases |
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Authors: | Klaus Neymeyr |
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Institution: | Universität Rostock, Institut für Mathematik, Universitätsplatz 1, 18051 Rostock, Germany |
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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. |
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Keywords: | Elliptic partial differential operator Preconditioner Multigrid Symmetric eigenvalue problem Inverse iteration Rayleigh quotient |
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