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Computing eigenpairs of Hermitian matrices in perfect Krylov subspaces
Bai, Zhong-Zhi1,2; Miao, Cun-Qiang1,2
2019-12-01
Source PublicationNUMERICAL ALGORITHMS
ISSN1017-1398
Volume82Issue:4Pages:1251-1277
AbstractFor computing the smallest eigenvalue and the corresponding eigenvector of a Hermitian matrix, by introducing a concept of perfect Krylov subspace, we propose a class of perfect Krylov subspace methods. For these methods, we prove their local, semilocal, and global convergence properties, and discuss their inexact implementations and preconditioning strategies. In addition, we use numerical experiments to demonstrate the convergence properties and exhibit the competitiveness of these methods with a few state-of-the art iteration methods such as Lanczos, rational Krylov sequence, and Jacobi-Davidson, when they are employed to solve large and sparse Hermitian eigenvalue problems.
KeywordHermitian eigenproblem Krylov subspace method Inexact iteration Convergence property
DOI10.1007/s11075-018-00653-y
Indexed BySCI
Language英语
Funding ProjectNational Natural Science Foundation[11671393] ; National Natural Science Foundation for Creative Research Groups, People's Republic of China[11321061]
WOS Research AreaMathematics
WOS SubjectMathematics, Applied
WOS IDWOS:000500985600006
PublisherSPRINGER
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Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/50409
Collection中国科学院数学与系统科学研究院
Corresponding AuthorBai, Zhong-Zhi
Affiliation1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci Engn Comp, POB 2719, Beijing 100190, Peoples R China
2.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China
Recommended Citation
GB/T 7714
Bai, Zhong-Zhi,Miao, Cun-Qiang. Computing eigenpairs of Hermitian matrices in perfect Krylov subspaces[J]. NUMERICAL ALGORITHMS,2019,82(4):1251-1277.
APA Bai, Zhong-Zhi,&Miao, Cun-Qiang.(2019).Computing eigenpairs of Hermitian matrices in perfect Krylov subspaces.NUMERICAL ALGORITHMS,82(4),1251-1277.
MLA Bai, Zhong-Zhi,et al."Computing eigenpairs of Hermitian matrices in perfect Krylov subspaces".NUMERICAL ALGORITHMS 82.4(2019):1251-1277.
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