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

DOI10.1016/J.LAA.2007.02.013MaRDI QIDQ886146zbMATH OpenOpenAlexFDO

Authors H. 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

sparse matricesrobustnesseigenvectorsJacobi-Davidson methodLanczos algorithmArnoldi algorithmnonlinear 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)

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Cites work

• A Jacobi–Davidson Iteration Method for Linear Eigenvalue Problems
• A geometric theory for preconditioned inverse iteration IV: On the fastest convergence cases
• A geometric theory for preconditioned inverse iteration applied to a subspace
• A geometric theory for preconditioned inverse iteration. I: Extrema of Rayleigh quotient
• A geometric theory for preconditioned inverse iteration. II: Convergence estimates
• A geometric theory for preconditioned inverse iteration. III: A short and sharp convergence estimate for generalized eigenvalue problems
• An Arnoldi method for nonlinear eigenvalue problems
• An Inverse Free Preconditioned Krylov Subspace Method for Symmetric Generalized Eigenvalue Problems
• Combination of Jacobi–Davidson and conjugate gradients for the partial symmetric eigenproblem
• Computational Science - ICCS 2004
• Convergence Analysis of Inexact Rayleigh Quotient Iteration
• Inexact Rayleigh quotient-type methods for eigenvalue computations
• Is Jacobi--Davidson Faster than Davidson?
• Jacobi--Davidson Style QR and QZ Algorithms for the Reduction of Matrix Pencils
• Jacobi-Davidson type methods for generalized eigenproblems and polynomial eigenproblems
• Large sparse symmetric eigenvalue problems with homogeneous linear constraints: The Lanczos process with inner-outer iterations
• Locking and restarting quadratic eigenvalue solvers
• On the convergence of the Rayleigh quotient iteration for the computation of the characteristic roots and vectors. III: Generalized Rayleigh quotient and characteristic roots with linear elementary divisors. IV: Generalized Rayleigh quotient for nonlinear
• Residual Inverse Iteration for the Nonlinear Eigenvalue Problem
• Templates for the Solution of Algebraic Eigenvalue Problems
• The Jacobi-Davidson method
• The Restarted Arnoldi Method Applied to Iterative Linear System Solvers for the Computation of Rightmost Eigenvalues
• The convergence of Jacobi–Davidson iterations for Hermitian eigenproblems
• The effects of inexact solvers in algorithms for symmetric eigenvalue problems
• Two-sided and alternating Jacobi-Davidson
• Using Generalized Cayley Transformations within an Inexact Rational Krylov Sequence Method
• Variable Accuracy of Matrix-Vector Products in Projection Methods for Eigencomputation

Cited in

(15)

• Convergence analysis of the Jacobi-Davidson method applied to a generalized eigenproblem
• A survey on variational characterizations for nonlinear eigenvalue problems
• A Jacobi-Davidson method for two-real-parameter nonlinear eigenvalue problems arising from delay-differential equations.
• Theoretical and computable optimal subspace expansions for matrix eigenvalue problems
• scientific article; zbMATH DE number 1969626 (Why is no real title available?)
• Computing eigenvalues occurring in continuation methods with the Jacobi-Davidson QZ method
• Studies on Jacobi–Davidson, Rayleigh quotient iteration, inverse iteration generalized Davidson and Newton updates
• A convergence analysis of the inexact Rayleigh quotient iteration and simplified Jacobi-Davidson method for the large Hermitian matrix eigenproblem
• Inner iterations in the shift-invert residual Arnoldi method and the Jacobi-Davidson method
• Inexact iterative projection methods for linear and nonlinear eigenvalue problems
• Bifurcation tracking for high Reynolds number flow around an airfoil
• A Jacobi-Davidson type method for the product eigenvalue problem
• A convergence analysis of the inexact simplified Jacobi-Davidson algorithm for polynomial eigenvalue problems
• A Case for a Biorthogonal Jacobi--Davidson Method: Restarting and Correction Equation
• On local quadratic convergence of inexact simplified Jacobi-Davidson method

Describes a project that uses

Uses Software

• JDCG
• JDQZ
• JDQR
• EIGIFP

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