On global convergence of subspace projection methods for Hermitian eigenvalue problems

On global convergence of subspace projection methods for Hermitian eigenvalue problems
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Hermitian特征值问题子空间投影方法的全局收敛性

DOI:
10.1080/00207160.2019.1673378
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发表时间:
2020-10
影响因子:
1.8
通讯作者:
Tan Xue-Yuan
Tan Xue-Yuan
中科院分区:
数学4区
文献类型:
--
作者:
Miao Cun-Qiang;Tan Xue-Yuan

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We provide a concise overview of some iterative approaches, by which large and sparse eigenvalue problems are successfully dealt with. Our main goal in this paper is to prove the global convergence of a few state-of-the art iteration methods, such as the Jacobi-Davidson, the rational Krylov sequence and the Lanczos methods. We also derive some conditions to ensure global convergence of the corresponding inexact variants of the above-mentioned methods. These global convergence analyses result either in a depth understanding or in an efficient improvement to the original methods.
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