A new justification of the Jacobi-Davidson method for large eigenproblems

DOI10.1016/j.laa.2007.02.013zbMath1120.65048OpenAlexW2061628587MaRDI QIDQ886146

Heinrich Voss

Publication date: 26 June 2007

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2007.02.013

zbMATH Keywords

robustnesseigenvectorssparse matricesLanczos algorithmArnoldi algorithmJacobi-Davidson methodnonlinear eigenprobleminexact Krylov subspace methodslarge and sparse eigenvalue problem

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Related Items

A convergence analysis of the inexact simplified Jacobi-Davidson algorithm for polynomial eigenvalue problems, Theoretical and Computable Optimal Subspace Expansions for Matrix Eigenvalue Problems, A Jacobi-Davidson method for two-real-parameter nonlinear eigenvalue problems arising from delay-differential equations, Inner iterations in the shift-invert residual Arnoldi method and the Jacobi-Davidson method, A survey on variational characterizations for nonlinear eigenvalue problems, Bifurcation Tracking for High Reynolds Number Flow Around an Airfoil

Uses Software

• EIGIFP
• JDQR
• JDQZ
• JDCG

Cites Work

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