Preconditioner - Preconditioning For Eigenvalue Problems

Preconditioning For Eigenvalue Problems

Eigenvalue problems can be framed in several alternative ways, each leading to its own preconditioning. The traditional preconditioning is based on the so-called spectral transformations. Knowing (approximately) the targeted eigenvalue, one can compute the corresponding eigenvector by solving the related homogeneous linear system, thus allowing to use preconditioning for linear system. Finally, formulating the eigenvalue problem as optimization of the Rayleigh quotient brings preconditioned optimization techniques to the scene.

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