A Jacobi--Davidson Iteration Method for Linear Eigenvalue Problems

Authors:
Gerard L. G. Sleijpen;Henk A. Van der
Affiliations:
-;-
Venue:
SIAM Review
Year:
2000

Citing 0
Cited 25

References

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Abstract

In this paper we propose a new method for the iterative computation of a few of the extremal eigenvalues of a symmetric matrix and their associated eigenvectors. The method is based on an old and almost unknown method of Jacobi. Jacobi's approach, combined with Davidson's method, leads to a new method that has improved convergence properties and that may be used for general matrices. We also propose a variant of the new method that may be useful for the computation of nonextremal eigenvalues as well.