On preconditioned eigensolvers and Invert–Lanczos processes

AbstractThis paper deals with the convergence analysis of various preconditioned iterations to compute the smallest eigenvalue of a discretized self-adjoint and elliptic partial differential operator. For these eigenproblems several preconditioned iterative solvers are known, but unfortunately, the convergence theory for some of these solvers is not very well understood.The aim is to show that preconditioned eigensolvers (like the preconditioned steepest descent iteration (PSD) and the locally optimal preconditioned conjugate gradient method (LOPCG)) can be interpreted as truncated approximate Krylov subspace iterations. In the limit of preconditioning with the exact inverse of the system matrix (such preconditioning can be approximated by multiple steps of a preconditioned linear solver) the iterations behave like Invert–Lanczos processes for which convergence estimates are derived