THE DAVIDSON METHOD

被引：132

作者：

CROUZEIX, M

PHILIPPE, B

SADKANE, M

机构：

[1] INST NATL RECH INFORMAT & AUTOMAT,INST RECH INFORMAT & SYST ALEATOIRES,F-35042 RENNES,FRANCE

[2] CTR EUROPEEN RECH & FORMAT AVANCEE CALCUL SCI,F-31057 TOULOUSE,FRANCE

来源：

SIAM JOURNAL ON SCIENTIFIC COMPUTING | 1994年 / 15卷 / 01期

关键词：

DAVIDSON METHOD; LANCZOS METHOD; KRYLOV SPACE; PRECONDITIONER; EIGENVALUE; SPARSE MATRICES; EIGENVECTORS;

D O I：

10.1137/0915004

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

This paper deals with the Davidson method that computes a few of the extreme eigenvalues of a symmetric matrix and corresponding eigenvectors. A general convergence result for methods based on projection techniques is given and can be applied to the Lanczos method as well. The efficiency of the preconditioner involved in the method is discussed. Finally, by means of numerical experiments, the Lanczos and Davidson methods are compared and a procedure for a dynamic restarting process is described.

引用

页码：62 / 76

页数：15

共 12 条

[1]

Clint M., 1970, Computer Journal, V13, P76, DOI 10.1093/comjnl/13.1.76

[2] ITERATIVE CALCULATION OF A FEW OF LOWEST EIGENVALUES AND CORRESPONDING EIGENVECTORS OF LARGE REAL-SYMMETRIC MATRICES [J].