Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4603430 | Linear Algebra and its Applications | 2006 | 26 Pages |
Abstract
In order to compute the smallest eigenvalue together with an eigenfunction of a self-adjoint elliptic partial differential operator one can use the preconditioned inverse iteration scheme, also called the preconditioned gradient iteration. For this iterative eigensolver estimates on the poorest convergence have been published by several authors. In this paper estimates on the fastest possible convergence are derived. To this end the convergence problem is reformulated as a two-level constrained optimization problem for the Rayleigh quotient. The new convergence estimates reveal a wide range between the fastest possible and the slowest convergence.
Related Topics
Physical Sciences and Engineering
Mathematics
Algebra and Number Theory