
Started with a purely theoretical paper by Samokish in
1958 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, as well
as their block variants. We discuss possible approaches for deriving formulas
of the methods and conclude that different approaches lead to the same
methods. We argue against a popular choice of constructing a preconditioner
for the shifted matrix that appeared in the Rayleigh Quotient Method.