On local quadratic convergence of inexact simplified Jacobi-Davidson method for interior eigenpairs of Hermitian eigenproblems

被引:15
|
作者
Bai, Zhong-Zhi [1 ]
Miao, Cun-Qiang
机构
[1] Chinese Acad Sci, State Key Lab Sci Engn Comp, Inst Computat Math & Sci Engn Comp, Acad Math & Syst Sci, POB 2719, Beijing 100190, Peoples R China
关键词
Hermitian eigenproblem; Jacobi-Davidson method; Inexact iteration; Standard Krylov subspace iteration; Local convergence; GENERALIZED EIGENVALUE PROBLEMS; KRYLOV SUBSPACE METHODS; LINEAR-SYSTEMS;
D O I
10.1016/j.aml.2017.03.021
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
For the Hermitian eigenproblems, under proper assumption on an initial approximation to the desired eigenvector, we prove local quadratic convergence of the inexact simplified Jacobi-Davidson method when the involved relaxed correction equation is solved by a standard Krylov subspace iteration, which particularly leads to local cubic convergence when the relaxed correction equation is solved to a prescribed precision proportional to the norm of the current residual. These results are valid for the interior as well as the extreme eigenpairs of the Hermitian eigenproblem and, hence, generalize the results by Bai and Miao (2017) from the extreme eigenpairs to the interior ones. (C) 2017 Elsevier Ltd. All rights reserved.
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页码:23 / 28
页数:6
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