Abstract
We show that for the non-Hermitian eigenvalue problem simplified Jacobi-Davidson with preconditioned Galerkin-Krylov 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.
Original language | English |
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Pages (from-to) | 2049-2060 |
Number of pages | 12 |
Journal | Linear Algebra and its Applications |
Volume | 428 |
Issue number | 8-9 |
Early online date | 27 Dec 2007 |
DOIs | |
Publication status | Published - 15 Apr 2008 |
Keywords
- Inexact Rayleigh quotient iteration
- Nonsymmetric eigenproblem
- Eigenvalue approximation
- Preconditioning
- Iterative methods