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