A Jacobi–Davidson Iteration Method for Linear Eigenvalue Problems
- 1 April 1996
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Matrix Analysis and Applications
- Vol. 17 (2) , 401-425
- https://doi.org/10.1137/s0895479894270427
Abstract
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.Keywords
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