Sharp Convergence Estimates for the Preconditioned Steepest Descent Method for Hermitian Eigenvalue Problems

The paper is concerned with convergence estimates for the preconditioned steepest descent method for the computation of the smallest eigenvalue of a Hermitian operator. Available estimates are reviewed and new estimates are introduced that improve on the known ones in certain respects. In addition t...

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Veröffentlicht in:SIAM journal on numerical analysis 2006-01, Vol.43 (6), p.2668-2689
1. Verfasser: Ovtchinnikov, E. E.
Format: Artikel
Sprache:eng
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Zusammenfassung:The paper is concerned with convergence estimates for the preconditioned steepest descent method for the computation of the smallest eigenvalue of a Hermitian operator. Available estimates are reviewed and new estimates are introduced that improve on the known ones in certain respects. In addition to the estimates for the error reduction after one iteration, we consider estimates for the so-called asymptotic convergence factor defined as the upper limit of the average error reduction per iteration. The paper focuses on sharp estimates, i.e., those that cannot be improved without using additional information.
ISSN:0036-1429
1095-7170
DOI:10.1137/040620643