ISSN:
1070-5325
Keywords:
eigenpairs
;
conjugate gradient
;
sparse matrices
;
Rayleigh quotient
;
rate of convergence
;
Hessian condition number
;
Engineering
;
Numerical Methods and Modeling
Source:
Wiley InterScience Backfile Collection 1832-2000
Topics:
Mathematics
Notes:
Recently an efficient method (DACG) for the partial solution of the symmetric generalized eigenproblem Ax = δBx has been developed, based on the conjugate gradient (CG) minimization of the Rayleigh quotient over successive deflated subspaces of decreasing size. The present paper provides a numerical analysis of the asymptotic convergence rate ρj of DACG in the calculation of the eigenpair λj, uj, when the scheme is preconditioned with A-1. It is shown that, when the search direction are A-conjugate, ρj is well approximated by 4/ξj, where ξj is the Hessian condition number of a Rayleigh quotient defined in appropriate oblique complements of the space spanned by the leftmost eigenvectors u1, u2,…, uj-1 already calculated. It is also shown that 1/ξj is equal to the relative separation between the eigenvalue λj currently sought and the next higher one λj+1 and the next higher one λj + 1. A modification of DACG (MDACG) is studied, which involves a new set of CG search directions which are made M-conjugate, with M-conjugate, with M-conjugate, with M a matrix approximating the Hessian. By distinction, MDACG has an asymptotic rate of convergence which appears to be inversely proportional to the square root of ξj, in complete agreement with the theoretical results known for the CG solution to linear systems. © 1997 by John Wiley & Sons, Ltd.
Additional Material:
2 Ill.
Type of Medium:
Electronic Resource
Permalink
