ترغب بنشر مسار تعليمي؟ اضغط هنا

Iterative Methods for Computing Eigenvalues and Eigenvectors

234   0   0.0 ( 0 )
 نشر من قبل Maysum Panju
 تاريخ النشر 2011
  مجال البحث
والبحث باللغة English
 تأليف Maysum Panju




اسأل ChatGPT حول البحث

We examine some numerical iterative methods for computing the eigenvalues and eigenvectors of real matrices. The five methods examined here range from the simple power iteration method to the more complicated QR iteration method. The derivations, procedure, and advantages of each method are briefly discussed.



قيم البحث

اقرأ أيضاً

We present first-order perturbation analysis of a simple eigenvalue and the corresponding right and left eigenvectors of a general square matrix, not assumed to be Hermitian or normal. The eigenvalue result is well known to a broad scientific communi ty. The treatment of eigenvectors is more complicated, with a perturbation theory that is not so well known outside a community of specialists. We give two different proofs of the main eigenvector perturbation theorem. The first, a block-diagonalization technique inspired by the numerical linear algebra research community and based on the implicit function theorem, has apparently not appeared in the literature in this form. The second, based on complex function theory and on eigenprojectors, as is standard in analytic perturbation theory, is a simplified version of well-known results in the literature. The second derivation uses a convenient normalization of the right and left eigenvectors defined in terms of the associated eigenprojector, but although this dates back to the 1950s, it is rarely discussed in the literature. We then show how the eigenvector perturbation theory is easily extended to handle other normalizations that are often used in practice. We also explain how to verify the perturbation results computationally. We conclude with some remarks about difficulties introduced by multiple eigenvalues and give references to work on perturbation of invariant subspaces corresponding to multiple or clustered eigenvalues. Throughout the paper we give extensive bibliographic commentary and references for further reading.
This paper presents a posteriori error estimates for conforming numerical approximations of eigenvalue clusters of second-order self-adjoint elliptic linear operators with compact resolvent. Given a cluster of eigenvalues, we estimate the error in th e sum of the eigenvalues, as well as the error in the eigenvectors represented through the density matrix, i.e., the orthogonal projector on the associated eigenspace. This allows us to deal with degenerate (multiple) eigenvalues within the framework. All the bounds are valid under the only assumption that the cluster is separated from the surrounding smaller and larger eigenvalues; we show how this assumption can be numerically checked. Our bounds are guaranteed and converge with the same speed as the exact errors. They can be turned into fully computable bounds as soon as an estimate on the dual norm of the residual is available, which is presented in two particular cases: the Laplace eigenvalue problem discretized with conforming finite elements, and a Schr{o}dinger operator with periodic boundary conditions of the form $--$Delta$ + V$ discretized with planewaves. For these two cases, numerical illustrations are provided on a set of test problems.
204 - Kerry M. Soileau 2007
Suppose we want to find the eigenvalues and eigenvectors for the linear operator L, and suppose that we have solved this problem for some other nearby operator K. In this paper we show how to represent the eigenvalues and eigenvectors of L in terms of the corresponding properties of K.
304 - Lukas Einkemmer 2017
The automatic selection of an appropriate time step size has been considered extensively in the literature. However, most of the strategies developed operate under the assumption that the computational cost (per time step) is independent of the step size. This assumption is reasonable for non-stiff ordinary differential equations and for partial differential equations where the linear systems of equations resulting from an implicit integrator are solved by direct methods. It is, however, usually not satisfied if iterative (for example, Krylov) methods are used. In this paper, we propose a step size selection strategy that adaptively reduces the computational cost (per unit time step) as the simulation progresses, constraint by the tolerance specified. We show that the proposed approach yields significant improvements in performance for a range of problems (diffusion-advection equation, Burgers equation with a reaction term, porous media equation, viscous Burgers equation, Allen--Cahn equation, and the two-dimensional Brusselator system). While traditional step size controllers have emphasized a smooth sequence of time step sizes, we emphasize the exploration of different step sizes which necessitates relatively rapid changes in the step size.
92 - Jun Hu , Limin Ma 2018
In this paper, three high-accuracy methods for eigenvalues of second order elliptic operators are proposed by using the nonconforming Crouzeix-Raviart(CR for short) element and the nonconforming enriched Crouzeix-Raviart(ECR for short) element. They are based on a crucial full one order superconvergence of the first order mixed Raviart-Thomas(RT for short) element. The main ingredient of such a superconvergence analysis is to employ a discrete Helmholtz decomposition of the difference between the canonical interpolation and the finite element solution of the RT element. In particular, it allows for some vital cancellation between terms in one key sum of boundary terms. Consequently, a full one order superconvergence follows from a special relation between the CR element and the RT element, and the equivalence between the ECR element and the RT element for these two nonconforming elements. These superconvergence results improve those in literature from a half order to a full one order for the RT element, the CR element and the ECR element. Based on the aforementioned superconvergence of the RT element, asymptotic expansions of eigenvalues are established and employed to achieve high accuracy extrapolation methods for these two nonconforming elements. In contrast to a classic analysis in literature, the novelty herein is to use not only the canonical interpolations of these nonconforming elements but also that of the RT element to analyze such asymptotic expansions. Based on the superconvergence of these nonconforming elements, asymptotically exact a posteriori error estimators of eigenvalues are constructed and analyzed for them. Finally, two post-processing methods are proposed to improve accuracy of approximate eigenvalues by employing these a posteriori error estimators.Numerical tests are provided to justify and compare the performance of the aforementioned methods.
التعليقات
جاري جلب التعليقات جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا