Does shell matrix work? On Wed, Jun 3, 2015 at 11:04 AM, Xujun Zhao <[email protected]> wrote:
> 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 <[email protected]> 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 >> >> >
