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<strong>method</strong> can be used instead of the direct eigensolver when a small number of eigenpairs is required,<br />

i.e., p < √ n.<br />

Table 10. Number of iterations <strong>for</strong> LOBPCG-VS <strong>method</strong> with AMG preconditioner<br />

N = 32 MG eigensolver LOBPCG-VS <strong>method</strong> with<br />

p = m = 5 from [19, 20] DIAG ICF AMG<br />

|λh,1 − λ1| 0.15763 ·10 −9 0.208 ·10 −11 0.379 ·10 −4 0.184 ·10 −17<br />

|λh,2 − λ2| 0.82750 ·10 −9 0.544 ·10 −8 0.427 ·10 −9 0.638 ·10 −10<br />

|λh,3 − λ3| 0.82751 ·10 −9 0.103 ·10 −5 0.817 ·10 −9 0.859 ·10 −9<br />

|λh,4 − λ4| 0.82751 ·10 −9 0.537 ·10 −5 0.253 ·10 −5 0.139 ·10 −5<br />

|λh,5 − λ5| 0.23087 ·10 −8 0.516 ·10 −6 0.246 ·10 −6 0.101 ·10 −6<br />

�Av1 − λ1v1� 0.32745 ·10 −4 0.134 ·10 −5 0.004 ·10 −1 0.177 ·10 −8<br />

�Av2 − λ2v2� 0.76292 ·10 −4 0.686 ·10 −4 0.801 ·10 −5 0.851 ·10 −5<br />

�Av3 − λ3v3� 0.76293 ·10 −4 0.870 ·10 −3 0.441 ·10 −4 0.350 ·10 −4<br />

�Av4 − λ4v4� 0.76293 ·10 −4 0.183 ·10 −2 0.136 ·10 −2 0.106 ·10 −2<br />

�Av5 − λ5v5� 0.12983 ·10 −3 0.480 ·10 −3 0.197 ·10 −3 0.268 ·10 −3<br />

The results in Table 10 shows that the present <strong>method</strong> with muligrid-like preconditioner give<br />

us an optimal eigensolver <strong>for</strong> finding a few number of smallest eigenpairs of the discretization<br />

matrix. Moreover, the LOBPCG-VS <strong>method</strong> has a very big adgvantage with respect to other<br />

modern optimal eigensolvers. It is very simple <strong>for</strong> implementation and, it is more important, one<br />

can use the modern software packages developed <strong>for</strong> solving linear system of equations to include<br />

them as corresponding variable-<strong>step</strong> preconditioner <strong>for</strong> solving the <strong>partial</strong> eigenproblem.<br />

References<br />

[1] O. Axelsson, Iterative Solution Methods, Cambridge University Press, New York, 1994.<br />

[2] N.S. Bakhvalov and A.V. Knyazev,Preconditioned Iterative Methods in a Subspace, In Domain<br />

Decomposition Methods in Science and Engineering, Ed. D. Keyes and J. Xu, AMS, pp. 157–<br />

162, 1995.<br />

[3] J.H. Bramble, J.E Pasciak and A.V. Knyazev, A subspace preconditioning algorithm <strong>for</strong> eigenvector/eigenvalue<br />

computation, Adv. Comput. Math., 6 (1996), pp. 159–189.<br />

[4] E.G. D’yakonov, Modified iterative <strong>method</strong>s in eigenvalue problems, Tr. Semin. ”Metody Vychisl.<br />

Prikl. Mat.” 3, Novosibirsk, pp. 39–61 (1978).<br />

[5] E.G. D’yakonov, Iteration <strong>method</strong>s in elliptic problems, CRC Press, Boca Raton, FL, 1996.<br />

[6] E.G. D’yakonov, Optimization in solving elliptic problems, Math. Notes, 34 (1983), pp. 945–<br />

953.<br />

[7] V.P. Il’in, Iterative Incomplete Factorization Methods, World Scientific Publishing Co., Singapore,<br />

1992.<br />

[8] A.V. Gavrilin and V.P. Il’in, About one iterative <strong>method</strong> <strong>for</strong> solving the <strong>partial</strong> eigenvalue<br />

problem, Preprint 85, Computing Center, Novosibirsk, 1981.<br />

[9] S.K. Godunov and Yu.M. Nechepurenko, On the annular separation of a matrix spectrum,<br />

Comput. Math. Math. Phys., 40 (2000), pp. 939–944.<br />

[10] G. Golub and C. Van Loan, Matrix Computations, The Johns Hopkins University Press,<br />

1996.<br />

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