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Melina A. Freitag
Rayleigh Quotient iteration and simplified Jacobi-Davidson method with preconditioned iterative solves.

Dept. of Mathematical Sciences
University of Bath
Claverton Down
Bath BA2 7AY, UK
m.freitag@maths.bath.ac.uk
Alastair Spence

We show that for the non-Hermitian eigenvalue problem simplified Jacobi-Davidson with preconditioned iterative solves is equivalent to inexact Rayleigh quotient iteration where the preconditioner is altered by a simple rank change. This extends existing equivalence results to the case of preconditioned iterative solves. Numerical experiments are shown to agree with the theory.




Marian 2008-02-27