A Jacobi-Davidson iteration method for linear eigenvalue problems

被引：156

作者：

Sleijpen, GLG ^{[1
]}

Van der Vorst, HA ^{[1
]}

机构：

[1] Univ Utrecht, Inst Math, NL-3508 TA Utrecht, Netherlands

来源：

SIAM REVIEW | 2000年 / 42卷 / 02期

关键词：

eigenvalues and eigenvectors; Davidson's method; Jacobi iterations; harmonic Ritz values;

D O I：

10.1137/S0036144599363084

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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.

引用

页码：267 / 293

页数：27

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