Fastest quotient iteration with variational principles for self-adjoint eigenvalue problems
For the generalized eigenvalue problem, a quotient function is devised for estimating eigenvalues in terms of an approximate eigenvector. This gives rise to an infinite family of quotients, all entirely arguable to be used in estimation. Although the Rayleigh quotient is among them, one can suggest...
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Zusammenfassung: | For the generalized eigenvalue problem, a quotient function is devised for
estimating eigenvalues in terms of an approximate eigenvector. This gives rise
to an infinite family of quotients, all entirely arguable to be used in
estimation. Although the Rayleigh quotient is among them, one can suggest using
it only in an auxiliary manner for choosing the quotient for near optimal
results. In normal eigenvalue problems, for any approximate eigenvector, there
always exists a "perfect" quotient exactly giving an eigenvalue. For practical
estimates in the self-adjoint case, an approximate midpoint of the spectrum is
a good choice for reformulating the eigenvalue problem yielding apparently the
fastest quotient iterative method there exists. No distinction is made between
estimating extreme or interior eigenvalues. Preconditioning from the left
results in changing the inner-product and affects the estimates accordingly.
Preconditioning from the right preserves self-adjointness and can hence be
performed without any restrictions. It is used in variational methods for
optimally computing approximate eigenvectors. |
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DOI: | 10.48550/arxiv.2409.14790 |