The two-phase method for finding a great number of eigenpairs of the symmetric or weakly non-symmetric large eigenvalue problems
- Warsaw Univ. of Technology, Warsaw (Poland)
Although it has been stated that [open quotes]an attempt to solve (very large problems) by subspace iterations seems futile[close quotes], we will show that the statement is not true, especially for extremely large eigenproblems. In this paper a new two-phase subspace iteration/Rayleigh quotient/conjugate gradient method for generalized, large, symmetric eigenproblems Ax = [lambda]Bx is presented. It has the ability of solving extremely large eigenproblems, N = 216,000, for example, and finding a large number of leftmost or rightmost eigenpairs, up to 1000 or more. Multiple eigenpairs, even those with multiplicity 100, can be easily found. The use of the proposed method for solving the big full eigenproblems (N [approximately] 10[sup 3]), as well as for large weakly non-symmetric eigenproblems, have been considered also. The proposed method is fully iterative; thus the factorization of matrices ins avoided. The key idea consists in joining two methods: subspace and Rayleigh quotient iterations. The systems of indefinite and almost singular linear equations (a - [sigma]B)x = By are solved by various iterative conjugate gradient method can be used without danger of breaking down due to its property that may be called [open quotes]self-correction towards the eigenvector,[close quotes] discovered recently by us. The use of various preconditioners (SSOR and IC) has also been considered. The main features of the proposed method have been analyzed in detail. Comparisons with other methods, such as, accelerated subspace iteration, Lanczos, Davidson, TLIME, TRACMN, and SRQMCG, are presented. The results of numerical tests for various physical problems (acoustic, vibrations of structures, quantum chemistry) are presented as well. 40 refs., 12 figs., 2 tabs.
- OSTI ID:
- 6979772
- Journal Information:
- Journal of Computational Physics; (United States), Journal Name: Journal of Computational Physics; (United States) Vol. 111:1; ISSN 0021-9991; ISSN JCTPAH
- Country of Publication:
- United States
- Language:
- English
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