کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4639117 1341216 2014 11 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Acceleration of inverse subspace iteration with Newton’s method
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Acceleration of inverse subspace iteration with Newton’s method
چکیده انگلیسی

This work is focused on the computation of the invariant subspace associated with a separated group of eigenvalues near a specified shift of a large sparse matrix. First, we consider the inverse subspace iteration with the preconditioned GMRES method. It guarantees a convergence to the desired invariant subspace but the rate of convergence is at best linear. We propose to use it as a preprocessing for a Newton scheme which necessitates, at each iteration, the solution of a Sylvester type equation for which an iterative algorithm based on the preconditioned GMRES method is specially devised. This combination results in a fast and reliable method. We discuss the implementation aspects and propose a theory of convergence. Numerical tests are given to illustrate our approach.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Computational and Applied Mathematics - Volume 259, Part A, 15 March 2014, Pages 205–215
نویسندگان
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