On local quadratic convergence of inexact simplified Jacobi-Davidson method for interior eigenpairs of Hermitian eigenproblems

On local quadratic convergence of inexact simplified Jacobi-Davidson method for interior eigenpairs of Hermitian eigenproblems
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Hermitian特征问题内部特征对的不精确简化Jacobi-Davidson方法的局部二次收敛性

DOI:
10.1016/j.aml.2017.03.021
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发表时间:
2017-10
影响因子:
3.7
通讯作者:
Miao Cun-Qiang
Miao Cun-Qiang
中科院分区:
数学2区
文献类型:
--
作者:
Bai Zhong-Zhi;Miao Cun-Qiang

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对于Hermitian特征值问题,在适当的初始逼近条件下,证明了当松弛修正方程用标准Krylov子空间迭代求解时,非精确简化Jacobi-Davidson方法的局部二次收敛性,特别是当松弛修正方程的求解精度与当前残差的范数成比例时,其局部三次收敛性.这些结果对于埃尔米特特征值问题的内部特征值和极端特征值对都是有效的,因此将Bai和Miao(2017)的结果从极端特征值对推广到内部特征值对。
For the Hermitian eigenproblems, under proper assumption on an initial approximation to the desired eigenvector, we prove local quadratic convergence of the inexact simplified Jacobi–Davidson method when the involved relaxed correction equation is solved by a standard Krylov subspace iteration, which particularly leads to local cubic convergence when the relaxed correction equation is solved to a prescribed precision proportional to the norm of the current residual. These results are valid for the interior as well as the extreme eigenpairs of the Hermitian eigenproblem and, hence, generalize the results by Bai and Miao (2017) from the extreme eigenpairs to the interior ones.
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影响因子: 1.1
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