Inexact Inverse Subspace Iteration with Preconditioning Applied to Quadratic Matrix Polynomials
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Abstract An inexact variant of inverse subspace iteration is used to find a small invariant pair of a large quadratic matrix polynomial. It is shown that linear convergence is preserved provided the inner iteration is performed with increasing accuracy. A preconditioned block GMRES solver is employed as inner iteration. The preconditioner uses the strategy of “tuning” which prevents the inner iteration from increasing and therefore results in a substantial saving in costs. The accuracy of the computed invariant pair can be improved by the addition of a post-processing step involving very few iterations of Newton’s method. The effectiveness of the proposed approach is demonstrated by numerical experiments.
2013 ◽
Vol 54
(1)
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pp. 189-200
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2020 ◽
Vol 64
(5)
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pp. 50411-1-50411-8
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1990 ◽
Vol 33
(3)
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pp. 337-366
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2001 ◽
Vol 1
(4)
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pp. 282-290
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