On convergence of the inexact Rayleigh quotient iteration with the Lanczos method used for solving linear systems  

作　　者：JIA ZhongXiao 

机构地区：[1]Department of Mathematical Sciences, Tsinghua University

出　　处：《Science China Mathematics》2013年第10期2145-2160,共16页中国科学：数学（英文版）

基　　金：supported by National Basic Research Program of China(Grant No.2011CB302400);National Natural Science Foundation of China(Grant No.11071140)

摘　　要：For the Hermitian inexact Rayleigh quotient iteration （RQI）, we consider the local convergence of the inexact RQI with the Lanczos method for the linear systems involved. Some attractive properties are derived for the residual, whose norm is ξk, of the linear system obtained by the Lanczos method at outer iteration k ＋ 1. Based on them, we make a refined analysis and establish new local convergence results. It is proved that （i） the inexact RQI with Lanezos converges quadratically provided that ξk ≤ξ with a constant ξ≥） 1 and （ii） the method converges linearly provided that ξk is bounded by some multiple of 1/‖τk‖ with ‖τk‖ the residual norm of the approximate eigenpair at outer iteration k. The results are fundamentally different from the existing ones that always require ξk 〈 1, and they have implications on effective implementations of the method. Based on the new theory, we can design practical criteria to control ξk to achieve quadratic convergence and implement the method more effectively than ever before. Numerical experiments confirm our theory and demonstrate that the inexact RQI with Lanczos is competitive to the inexact RQI with MINRES.For the Hermitian inexact Rayleigh quotient iteration(RQI),we consider the local convergence of the in exact RQI with the Lanczos method for the linear systems involved.Some attractive properties are derived for the residual,whose norm is ξk,of the linear system obtained by the Lanczos method at outer iteration k+1.Based on them,we make a refned analysis and establish new local convergence results.It is proved that(i) the inexact RQI with Lanczos converges quadratically provided that ξk≤ξ with a constant ξ1 and (ii) the method converges linearly provided that ξk is bounded by some multiple of1/||rk|| with rkthe residual norm of the approximate eigenpair at outer iteration k.The results are fundamentally diferent from the existing ones that always require ξk<1,and they have implications on efective implementations of the method.Based on the new theory,we can design practical criteria to control ξkto achieve quadratic convergence and implement the method more efectively than ever before.Numerical experiments confrm our theory and demonstrate that the inexact RQI with Lanczos is competitive to the inexact RQI with MINRES.

关 键 词：HERMITIAN inexact RQI CONVERGENCE inner iteration outer iteration LANCZOS 

分 类 号：O241.6[理学—计算数学] TP271[理学—数学]