Preconditioning eigenvalues and some comparison of solvers

[摘要] Preconditioning techniques are discussed for symmetric eigenvalue problems. The methods Davidson, Jacobi-Davidson, Rayleigh quotient iteration, and preconditioned Lanczos are considered. Some relationships are given between these different approaches, and some experimental comparisons are done. Jacobi-Davidson appears to be efficient in both expense and storage. A hybrid method may be helpful for the case of a poor initial vector. (C) 2000 Elsevier Science B.V. All rights reserved. MSC. 65F15; 15A18.

[发布日期] 2000-11-01

[关键词] eigenvalues;preconditioning;Davidson's method;Jacobi-Davidson