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Tuned preconditioners for inexact two-sided inverse and Rayleigh quotient iteration / Melina Freitag, Patrick Kürschner
VerfasserFreitag, Melina A. ; Kürschner, Patrick
KörperschaftMax-Planck-Institut für Dynamik Komplexer Technischer Systeme
ErschienenMagdeburg : Max Planck Institute for Dynamics of Complex Technical Systems, April 23, 2013
Umfang1 Online-Ressource (26 Seiten = 0,55 MB) : Diagramme
SpracheEnglisch
SerieMax Planck Institute Magdeburg Preprints ; 13-04
URNurn:nbn:de:gbv:3:2-64172 
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Tuned preconditioners for inexact two-sided inverse and Rayleigh quotient iteration [0.55 mb]
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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.