A subspace preconditioning algorithm for eigenvector/eigenvalue computation
We consider the problem of computing a modest number of the smallest eigenvalues along with orthogonal bases for the corresponding eigen-spaces of a symmetric positive definite matrix. In our applications, the dimension of a matrix is large and the cost of its inverting is prohibitive. In this paper, we shall develop an effective parallelizable technique for computing these eigenvalues and eigenvectors utilizing subspace iteration and preconditioning. Estimates will be provided which show that the preconditioned method converges linearly and uniformly in the matrix dimension when used with a uniform preconditioner under the assumption that the approximating subspace is close enough to the span of desired eigenvectors.
- Research Organization:
- Front Range Scientific Computations, Inc., Lakewood, CO (United States)
- OSTI ID:
- 433399
- Report Number(s):
- CONF-9604167-Vol.1; ON: DE96015306; TRN: 97:000720-0074
- Resource Relation:
- Journal Volume: 6; Journal Issue: 1; Conference: Copper Mountain conference on iterative methods, Copper Mountain, CO (United States), 9-13 Apr 1996; Other Information: PBD: [1996]; Related Information: Is Part Of Copper Mountain conference on iterative methods: Proceedings: Volume 1; PB: 422 p.
- Country of Publication:
- United States
- Language:
- English
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