A convergence analysis of the inexact Rayleigh quotient iteration and simplified Jacobi-Davidson method for the large Hermitian matrix eigenproblem

The inexact Rayleigh quotient iteration (RQI) is used for computing the smallest eigenpair of a large Hermitian matrix. Under certain condition, the method was proved to converge quadratically in literature. However, it is shown in this paper that under the original given condition the inexact RQI may not quadratically converge to the desired eigenpair and even may misconverge to some other undesired eigenpair. A new condition, called the uniform positiveness condition, is given that can fix misconvergence problem and ensure the quadratic convergence of the inexact RQI. An alternative to the inexact RQI is the Jacobi-Davidson (JD) method without subspace acceleration. A new proof of its linear convergence is presented and a sharper bound is established in the paper. All the results are verified and analyzed by numerical experiments. This work was supported by the National Natural Science Foundation of China (Grant Nos. 10471074, 10771116) and the Doctoral Program of the Ministry of Education of China (Grant No. 20060003003)