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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2025
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2505.08218 |
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| _version_ | 1866913006099628032 |
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| author | Shen, Zhechen Liang, Xin |
| author_facet | Shen, Zhechen Liang, Xin |
| contents | This paper provides a comprehensive and detailed analysis of the local convergence behavior of an extended variation of the locally optimal preconditioned conjugate gradient method (LOBPCG) for computing the extreme eigenvalue of a Hermitian matrix. The convergence rates derived in this work are either obtained for the first time or sharper than those previously established, including those in Ovtchinnikov's work ({\em SIAM J. Numer. Anal.}, 46(5):2567--2592, 2008). The study also extends to generalized problems, including Hermitian matrix polynomials that admit an extended form of the Rayleigh quotient. The new approach used to obtain these rates may also serve as a valuable tool for the convergence analysis of other gradient-type optimization methods. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2505_08218 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Local convergence behavior of extended local optimal block preconditioned conjugate gradient method for computing eigenvalues of Hermitian matrices Shen, Zhechen Liang, Xin Numerical Analysis 65F15 This paper provides a comprehensive and detailed analysis of the local convergence behavior of an extended variation of the locally optimal preconditioned conjugate gradient method (LOBPCG) for computing the extreme eigenvalue of a Hermitian matrix. The convergence rates derived in this work are either obtained for the first time or sharper than those previously established, including those in Ovtchinnikov's work ({\em SIAM J. Numer. Anal.}, 46(5):2567--2592, 2008). The study also extends to generalized problems, including Hermitian matrix polynomials that admit an extended form of the Rayleigh quotient. The new approach used to obtain these rates may also serve as a valuable tool for the convergence analysis of other gradient-type optimization methods. |
| title | Local convergence behavior of extended local optimal block preconditioned conjugate gradient method for computing eigenvalues of Hermitian matrices |
| topic | Numerical Analysis 65F15 |
| url | https://arxiv.org/abs/2505.08218 |