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...

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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
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description 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.
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ispartof SIAM journal on matrix analysis and applications, 1996-04, Vol.17 (2), p.401-425
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source SIAM Journals Archive; ABI/INFORM Global
subjects Approximation
Eigenvalues
Eigenvectors
Methods
title A Jacobi–Davidson Iteration Method for Linear Eigenvalue Problems
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