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A Rayleigh quotient minimization algorithm based on algebraic multigrid Export

Numerical Linear Algebra with Applications, Vol. 14, No. 7. (2007), pp. 563-580.

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This paper presents a new algebraic extension of the Rayleigh quotient multigrid (RQMG) minimization algorithm to compute the smallest eigenpairs of a symmetric positive definite pencil (A, M). Earlier versions of RQMG minimize the Rayleigh quotient over a hierarchy of geometric grids. We replace the geometric mesh information with the algebraic information defined by an algebraic multigrid preconditioner. At each level, we minimize the Rayleigh quotient with a block preconditioned algorithm. Numerical experiments illustrate the efficiency of this new algorithm to compute several eigenpairs. Copyright © 2007 John Wiley & Sons, Ltd.


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