A Jacobi-Davidson Iteration Method for Linear Eigenvalue Problems Export

@article{SLVO:jacdav, abstract = {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.}, author = {Sleijpen, Gerald L. G. and Van der Vorst, Henk A.}, citeulike-article-id = {1155295}, citeulike-linkout-0 = {http://www.siam.org/journals/sirev/42-2/36308.html}, journal = {SIAM Review}, keywords = {jacobi-davidson}, number = {2}, posted-at = {2007-03-12 11:52:46}, priority = {2}, title = {A Jacobi-Davidson Iteration Method for Linear Eigenvalue Problems}, url = {http://www.siam.org/journals/sirev/42-2/36308.html}, volume = {42}, year = {2000} }

TY - JOUR ID - SLVO:jacdav L3 - citeulike-article-id:1155295 N2 - 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. IS - 2 JF - SIAM Review TI - A Jacobi-Davidson Iteration Method for Linear Eigenvalue Problems VL - 42 KW - jacobi-davidson AU - Sleijpen, Gerald AU - Van der Vorst, Henk PY - 2000/// UR - http://www.siam.org/journals/sirev/42-2/36308.html ER -