Sharp convergence estimates for the preconditioned steepest descent method for Hermitian eigenvalue problems

被引:15
|
作者
Ovtchinnikov, EE [1 ]
机构
[1] Univ Westminster, London HA1 3TP, England
关键词
eigenvalue computation; preconditioning; steepest descent; convergence estimates;
D O I
10.1137/040620643
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The paper is concerned with convergence estimates for the preconditioned steepest descent method for the computation of the smallest eigenvalue of a Hermitian operator. Available estimates are reviewed and new estimates are introduced that improve on the known ones in certain respects. In addition to the estimates for the error reduction after one iteration, we consider estimates for the so-called asymptotic convergence factor defined as the upper limit of the average error reduction per iteration. The paper focuses on sharp estimates, i.e., those that cannot be improved without using additional information.
引用
收藏
页码:2668 / 2689
页数:22
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