Jacobi-Davidson type methods for generalized eigenproblems and polynomial eigenproblems (Q1923881): Difference between revisions

It is shown how the Jacobi-Davidson iterative method can be used to solve the generalized eigenvalue problem. It is also demonstrated that by proper choices of the projection operators quadratic convergence can be achieved. The advantage of the method is that none of the involved operators needs to be inverted. An extensive numerical testing is also included.