Preconditioning Subspace Iteration Method for Solving Symmetric Eigenvalue Problems

Abstract

A preconditioned iterative method for computing a few eigenpairs of large sparse symmetric matrices is discussed in this paper. The application of the preconditioning technique to the subspace iteration method i.e. the preconditioning subspace iteration is studied in order to accelerate the convergence rate, and the corresponding analysis of convergence is presented. The analysis of the theory and the results of the numerical example show that the accelerated subspace iteration method with preconditioning techniques is more effective than the original subspace iteration method. And it decreases the computation cost and computation time.