Efficient preconditioned inner solves for inexact

  title={Efficient preconditioned inner solves for inexact},
  author={Fei Xue and Daniel B. Szyld},
We study inexact Rayleigh quotient iteration (IRQI) for computing a simple interior eigenpair of the generalized eigenvalue problem Av 1⁄4 λBv, providing new insights into a special type of preconditioners with “tuning” for the efficient iterative solution of the shifted linear systems that arise in this algorithm. We first give a new convergence analysis of IRQI, showing that locally cubic and quadratic convergence can be achieved for Hermitian and non-Hermitian problems, respectively, if the… CONTINUE READING