A Jacobi–Davidson Iteration Method for Linear Eigenvalue Problems

n 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...

Full description

Saved in:
Bibliographic Details
Published in:SIAM journal on matrix analysis and applications 1996-04, Vol.17 (2), p.401-425
Main Authors: G. Sleijpen, Gerard L., Van der Vorst, Henk A.
Format: Article
Language:English
Subjects:
Approximation
Eigenvalues
Eigenvectors
Methods
Citations: Items that this one cites
Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:n 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.
ISSN:0895-4798
1095-7162
DOI:10.1137/S0895479894270427