Deflation by restriction for the inverse-free preconditioned krylov subspace method

Qiao Liang; Qiang Ye

doi:10.3934/naco.2016.6.55

Deflation by restriction for the inverse-free preconditioned krylov subspace method

Qiao Liang
, Qiang Ye

Research output: Contribution to journal › Article › peer-review

Abstract

A deation by restriction scheme is developed for the inverse-free preconditioned Krylov subspace method for computing a few extreme eigen-values of the definite symmetric generalized eigenvalue problem Ax =λBx. The convergence theory for the inverse-free preconditioned Krylov subspace method is generalized to include this deation scheme and numerical examples are presented to demonstrate the convergence properties of the algorithm with the deation scheme.

Original language	English
Pages (from-to)	55-71
Number of pages	17
Journal	Numerical Algebra, Control and Optimization
Volume	6
Issue number	1
DOIs	https://doi.org/10.3934/naco.2016.6.55
State	Published - Mar 1 2016

Bibliographical note

Publisher Copyright:
© 2016, American Institute of Mathematical Sciences. All rights reserved.

Funding

Funders	Funder number
National Science Foundation (NSF)	1318633, 1317424

ASJC Scopus subject areas

Algebra and Number Theory
Control and Optimization
Applied Mathematics

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10.3934/naco.2016.6.55

Cite this

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abstract = "A deation by restriction scheme is developed for the inverse-free preconditioned Krylov subspace method for computing a few extreme eigen-values of the definite symmetric generalized eigenvalue problem Ax =λBx. The convergence theory for the inverse-free preconditioned Krylov subspace method is generalized to include this deation scheme and numerical examples are presented to demonstrate the convergence properties of the algorithm with the deation scheme.",

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AB - A deation by restriction scheme is developed for the inverse-free preconditioned Krylov subspace method for computing a few extreme eigen-values of the definite symmetric generalized eigenvalue problem Ax =λBx. The convergence theory for the inverse-free preconditioned Krylov subspace method is generalized to include this deation scheme and numerical examples are presented to demonstrate the convergence properties of the algorithm with the deation scheme.

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Deflation by restriction for the inverse-free preconditioned krylov subspace method

Abstract

Bibliographical note

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ASJC Scopus subject areas

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