Journal article
On the Convergence Rate of a Preconditioned Subspace Eigensolver
Computing, Vol.63(3), pp.219-231
11/1999
DOI: 10.1007/s006070050032
Abstract
In this paper we present a proof of convergence for a preconditioned subspace method which shows the dependency of the convergence rate on the preconditioner used. This convergence rate depends only on the condition of the pre-conditioned system
$ \kappa _{2}(MA) $
and the relative separation of the first two eigenvalues
$ 1-\lambda _{1}/\lambda _{2} $
. This means that, for example, multigrid preconditioners can be used to find eigenvalues of elliptic PDE's at a grid-independent rate.
Details
- Title: Subtitle
- On the Convergence Rate of a Preconditioned Subspace Eigensolver
- Creators
- S Oliveira - Department of Computer Science, Department of Mathematics, The University of Iowa, Iowa City, Iowa 52242, USA, e-mail: oliveira@cs.uiowa.edu US
- Resource Type
- Journal article
- Publication Details
- Computing, Vol.63(3), pp.219-231
- DOI
- 10.1007/s006070050032
- ISSN
- 0010-485X
- eISSN
- 1436-5057
- Publisher
- Springer Verlag; Wien
- Language
- English
- Date published
- 11/1999
- Academic Unit
- Computer Science; Mathematics
- Record Identifier
- 9984002301502771
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