Abstract
For an ill-conditioned eigenproblem (close eigenvalues and/or almost parallel eigenvectors) it is advisable to group some eigenvalues and to compute a basis of the corresponding invariant subspace. We show how Newton’s method may be used for the iterative refinement of an approximate invariant subspace.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Ahués, M.: Raffinement d’éléments propres approchés d’un opérateur compact. Dr. Ing. Thesis, Université de Grenoble, 1983.
Ahués, M., Chatelin, F.: The use of defect correction to refine the eigenelements of compact integral operator. SIAM J. Numer. Anal. 20, 1087–1093 (1983).
Anselone, P. M., Rall, L. B.: The solution of characteristic value-vector problems by Newton’s method. Numer. Math. 11, 38–45 (1968).
Bartels, R. H., Stewart, G. W.: Algorithm 432, solution of the matrix equation AX+XB=C. Comm. ACM 15, 820–826 (1972).
Brandt, A., Mc Cormick, S., Ruge, J.: Multigrid methods for differential eigenproblems. SIAM J. S. S. C. 4, 244–260 (1983).
Chatelin, F.: Spectral approximation of linear operators. New York: Academic Press 1983.
Chatelin, F.: Valeurs propres de matrices. Paris: Masson (to appear).
Chatelin, F., Miranker, W. L.: Aggregation/disaggregation for eigenvalue problems. SIAM. J. Num. Anal. 21, 567–582 (1984).
Davis, C., Kahan, W.: The rotation of eigenvectors by a perturbation. III. SIAM. J. Num. Anal. 7, 1–46 (1968).
Gantmacher, F. R.: Theérie des matrices, Tome I. Paris: Dunod 1966.
Dongarra, J. J., Moler, C. B., Wilkinson, J. H.: Improving the accuracy of computed eigenvalues and eigenvectors. SIAM. J. Num. Anal. 20, 23–45 (1983).
Golub, G. H., Nash, S., Van Loan, C.: A Hessenberg-Schur form for the problem AX+XB=C. IEEE Trans. Autom. Control AC-24, 909–913 (1979).
Hackbusch, W.: On the computation of approximate eigenvalue and eigenfunctions of elliptic operators by means of a multigrid method. SIAM J. Num. Anal. 16, 201–215 (1979).
Lin Qun: Iterative refinement of finite element approximations for elliptic problems. RAIRO Anal. Numer. 16, 39–47 (1982).
Parlett, B. N.: The symmetric eigenvalue problem. Englewood Cliffs, N. J.: Prentice-Hall 1980.
Peters, G., Wilkinson, J. H.: Inverse iteration, ill-conditioned equations and Newton’s method. SIAM Rev. 21, 339–360 (1979).
Rosenblum, M.: On the operator equation BX−XA = Q. Duke Math. J. 23, 263–269 (1956).
Stewart, G. W.: Error and perturbation bounds for subspaces associated with certain eigenvalue problems. SIAM Rev. 15, 727–764 (1973).
Neumaier, A.: Residual inverse iteration for the nonlinear eigenvalue problem. Preprint, Univ. Freiburg, 1984.
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 1984 Springer-Verlag
About this chapter
Cite this chapter
Chatelin, F. (1984). Simultaneous Newton’s Iteration for the Eigenproblem. In: Böhmer, K., Stetter, H.J. (eds) Defect Correction Methods. Computing Supplementum, vol 5. Springer, Vienna. https://doi.org/10.1007/978-3-7091-7023-6_4
Download citation
DOI: https://doi.org/10.1007/978-3-7091-7023-6_4
Publisher Name: Springer, Vienna
Print ISBN: 978-3-211-81832-9
Online ISBN: 978-3-7091-7023-6
eBook Packages: Springer Book Archive