An Efficient method (DACG, Deflated Accelerated Conjugate Gradient) has recently been developed, based on the conjugate gradient (CG) minimization of Rayleigh quotient over successive deflated subspaces of decreasing size. A new version of this algorithm is presented and discussed to evaluated the 40 leftmost eigenpairs of FE problems of increasing size up to 10500. Its asymptotic convergence rate is shown to be inversely proportional to the square root of the spectral condition number of the Hessian of the Rayleigh quotient in the current rescricted subspace. Numerical results show that preconditioning the CG method with the inverse of the incomplete factors gratly improves convergence wich may prove to be slow only toward very close eigenvalues.

Asymptotic convergence of a new spectral method for the solution in time of finite element flow equations

BERGAMASCHI, LUCA;GAMBOLATI, GIUSEPPE;PINI, GIORGIO
1994

Abstract

An Efficient method (DACG, Deflated Accelerated Conjugate Gradient) has recently been developed, based on the conjugate gradient (CG) minimization of Rayleigh quotient over successive deflated subspaces of decreasing size. A new version of this algorithm is presented and discussed to evaluated the 40 leftmost eigenpairs of FE problems of increasing size up to 10500. Its asymptotic convergence rate is shown to be inversely proportional to the square root of the spectral condition number of the Hessian of the Rayleigh quotient in the current rescricted subspace. Numerical results show that preconditioning the CG method with the inverse of the incomplete factors gratly improves convergence wich may prove to be slow only toward very close eigenvalues.
1994
Computational Methods in Water Resources X
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11577/2507973
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