Dear all,
I need to compute the minimum and maximum eigenvalues of the matrix-free
operator (vmult is only available ). For the largest eigenvalue, I'm using
the power method, but I have some problems with minimal eigenvalue. The
condition number of the operator is close to 1, so I tried using the power
method on inverse obtained by CG. This solution is time-consuming and for
some cases I got strange results.
I have seen that CG can output eigenvalues:
solver_outer.connect_eigenvalues_slot( [](const std::vector< double > &
vec)->void { std::cout<< " "<<vec.front()<< " , " <<vec.back()<< " size:
"<< vec.size()<<std::endl; } , false);
solver_outer.solve (shat, sol, rhs,
PreconditionIdentity()
);
but the estimate of largest eigenvalue obtained this way does not match
one from power method:
Maximum eigenvalue from power method: 1.001
Maximum eigenvalues from CG: 0.0071333 , 1793.58 size: 249
Michał
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