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research article

An indefinite variant of LOBPCG for definite matrix pencils

Kressner, Daniel  
•
Pandur, Marija Miloloza
•
Shao, Meiyue  
2014
Numerical Algorithms

In this paper, we propose a novel preconditioned solver for generalized Hermitian eigenvalue problems. More specifically, we address the case of a definite matrix pencil , that is, A, B are Hermitian and there is a shift such that is definite. Our new method can be seen as a variant of the popular LOBPCG method operating in an indefinite inner product. It also turns out to be a generalization of the recently proposed LOBP4DCG method by Bai and Li for solving product eigenvalue problems. Several numerical experiments demonstrate the effectiveness of our method for addressing certain product and quadratic eigenvalue problems.

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Type
research article
DOI
10.1007/s11075-013-9754-3
Web of Science ID

WOS:000340084300001

Author(s)
Kressner, Daniel  
Pandur, Marija Miloloza
Shao, Meiyue  
Date Issued

2014

Publisher

Springer

Published in
Numerical Algorithms
Volume

66

Issue

4

Start page

681

End page

703

Subjects

Eigenvalue

•

Definite matrix pencil

•

Minimization principle

•

LOBPCG

Note

National Licences

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
ANCHP  
Available on Infoscience
August 29, 2014
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/106227
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