Toward the optimal preconditioned eigensolver: Locally optimal block preconditioned conjugate gradient method. (English) Zbl 0992.65028

Knyazev, Andrew V.

SIAM J. Sci. Comput. 23, No. 2, 517-541 (2001).

MSC:

65F15	Numerical computation of eigenvalues and eigenvectors of matrices
65F35	Numerical computation of matrix norms, conditioning, scaling

Keywords:

symmetric eigenvalue problems; preconditioning; conjugate gradient methods; Lanczos method; Krylov subspace method; algorithm; convergence; numerical results; Davidson’s method; numerical comparisons; Jacobi-Davidson method

Software:

JDCG; JDQR; JDQZ; LOBPCG; lobpcg.m