Article ID Journal Published Year Pages File Type
4602611 Linear Algebra and its Applications 2008 12 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Algebra and Number Theory