WWW: http://math.ucdenver.edu/~aknyazev
Department of Mathematics, University of Colorado Denver
P.O. Box 173364, Campus Box 170, Denver, CO 80217-3364.
Street Address: 1250 14th Str. Room 644, Denver CO 80202
Phone: (303) 556-8442. Fax: (303) 556-8550
Email: aknyazev@math.ucdenver.edu
 
Andrew Knyazev
 
Preconditioned iterative methods for large symmetric eigenvalue problems
 

Preconditioned iterative methods for symmetric eigenvalue problems are finally becoming a numerical standard for extremely large problems. In this talk, we present a survey of some results, mostly theoretical convergence rate estimates, for such methods. We consider preconditioned analogs of the power method, the steepest descent/ascent method, the Lanczos-type methods by Scott and Davidson, the conjugate gradient methods. We discuss possible approaches for deriving formulas of the methods and conclude that different approaches lead to the same methods.
 
 

Colorado State University, Applied Mathematics Seminar, February 26, 1998