The Davidson Method

The Davidson Method

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 prec...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:SIAM journal on scientific computing 1994-01, Vol.15 (1), p.62-76
Hauptverfasser: Crouzeix, M., Philippe, B., Sadkane, M.
Format: Artikel
Sprache:eng
Schlagworte:
Algorithms
Eigenvalues
Eigenvectors
Methods
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung: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.
ISSN:1064-8275
1095-7197
DOI:10.1137/0915004