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ESI Special Topics, November 2003
Citing URL: http://www.esi-topics.com/fmf/2003/november03-KlausNeymeyr.html

From •>>November 2003  (late entry)

Klaus Neymeyr answers a few questions about this month's fast moving front in the field of Mathematics.

Field: Mathematics
Article: A geometric theory for preconditioned inverse iteration I: Extrema of the Rayleigh quotient
Authors: Neymeyr, K
Journal: LINEAR ALGEBRA APPL, 322: (1-3) 61-85, JAN 1 2001
Addresses:
Univ Tubingen, Inst Math, Morgenstelle 10, D-72076 Tubingen, Germany.
Univ Tubingen, Inst Math, D-72076 Tubingen, Germany.


ST:  Why do you think your paper is highly cited?

Boundary value problems for elliptic partial differential operators can be solved very efficiently by using multigrid solvers or multigrid preconditioned iterations. In the past 25 years such iterations have gained an enormous importance and deep theoretical results have been derived. In contrast to this, the analysis for eigenvalue problems for the same elliptic operators has not reached an equivalent state of development. The paper deals with just these eigenvalue problems for self-adjoint and coercive elliptic partial differential operators. Most of the interest for this paper may be explained as follows: the present paper shows how to use well-known methods for solving boundary value problems to solve the corresponding eigenvalue problems. The new analysis has made clear that essentially the same convergence behavior can be expected for the eigenvalue iteration. That means, e.g., that grid-independent convergence rates for multigrid preconditioned eigensolvers are possible. This direct link between solvers for the boundary value problem and solvers for the eigenvalue problem is a crucial point of the paper. Around it, sharp convergence estimates have been derived by taking advantage of a geometric interpretation of the iterative eigensolver.

ST:  Does it describe a new discovery or new methodology that's useful to others?

A practically and theoretically interesting aspect of the paper is that it reveals a close relation between solvers for the boundary value problems and those for the eigenvalue problems for self-adjoint and coercive elliptic partial differential operators. On the one hand, existing program code for solving boundary value problems (multigrid iterations and multigrid preconditioners) can easily be used to solve the corresponding eigenvalue problems. On the other hand, the convergence analysis of preconditioned eigensolvers is mainly built on a new geometric interpretation. Moreover, an error propagation equation for an iterative eigensolver has been suggested. This approach may open new ways of understanding and analyzing comparable and improved iterative solvers for eigenvalue problems.

ST:  Could you summarize the significance of your paper in layman's terms?

Eigenvalue problems appear in several applications, both theoretical and practical. For instance, the vibrations of a turbine or the aero-elastic vibrations of a bridge can be described by eigenvalues (i.e. the frequencies of vibration) and eigenvectors (i.e. modes of vibration). The precise computation of such eigenvalues/vectors for large mechanical structures requires immense computer power and specially designed algorithms. The paper analyzes an iterative method for these eigenvalue problems and shows that efficient techniques, which are well known for linear systems of equations (boundary value problems), can be used in a very similar way to solve eigenvalue problems.

ST:  How did you become involved in this research?

The paper is the first part of a series of three papers containing results of my habilitation thesis which I finished in Tuebingen in September 2001. Initially, I started the work on eigenvalue problems in a project of the Sonderforschungsbereich 382 (Collaborative Research Centre of the Deutsche Forschungsgemeinschaft).End

Klaus Neymeyr
Professor of Numerical Mathematics
Fachbereich Mathematik
Universitaet Rostock
Rostock, Germany

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ESI Special Topics, November 2003
Citing URL: http://www.esi-topics.com/fmf/2003/november03-KlausNeymeyr.html

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