[petsc-users] estimation of max and min eigenvalues in SLEPc

[Xujun Zhao]

One problem is that I don't have the explicit form of matrix D, but only u
= D*v which can be obtained from my PETSc solver. How should I set up my
EPSSolver in this case? Are there examples in SLEPc? Thanks.

Xujun

On Wed, Jun 3, 2015 at 10:59 AM, Jose E. Roman <jroman at dsic.upv.es> wrote:

>
> El 03/06/2015, a las 17:47, Xujun Zhao escribió:
>
> > Hi Jose,
> >
> > Thank you for your reply. How about the computational cost compared to
> one EPSSolve() with all eigenvalues? what methods does SLEPc use for each
> solve? Because it may be cheaper for largest eigenvalue if the power method
> is used, but I don't if it is still so for smallest eigenvalue?
> >
> > Xujun
> >
>
> Don't compute all eigenvalues.
>
> For the largest eigenvalue, don't use the power iteration. The default
> solver (Krylov-Schur) will be very fast for that. For the smallest
> eigenvalue, convergence may be slow if eigenvalues are small and poorly
> separated - it may be necessary to do shift-and-invert, in which case the
> cost may blow up.
>
> Jose
>
>
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