Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4602611 | Linear Algebra and its Applications | 2008 | 12 Pages |
Abstract
We show that for the non-Hermitian eigenvalue problem simplified Jacobi–Davidson with preconditioned iterative solves is equivalent to inexact Rayleigh quotient iteration where the preconditioner is altered by a simple rank one change. This extends existing equivalence results to the case of preconditioned iterative solves. Numerical experiments are shown to agree with the theory.
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