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arXiv · 1902.02285

A modification of the Jacobi-Davidson method

Mashetti Ravibabu
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Abstract

Each iteration in Jacobi-Davidson method for solving large sparse eigenvalue problems involves two phases, called subspace expansion and eigen pair extraction. The subspace expansion phase involves solving a correction equation. We propose a modification to this by introducing a related correction equation, motivated by the least squares. We call the proposed method as the Modified Jacobi-Davidson Method. When the subspace expansion is ignored as in the Simplified Jacobi- Davidson Method, the modified method is called as Modified Simplified Jacobi-Davidson Method. We analyze the convergence properties of the proposed method for Symmetric matrices. Numerical experiments have been carried out to check whether the method is computationally viable or not.

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Mashetti Ravibabu. 2019-02-06. A modification of the Jacobi-Davidson method. https://arxiv.org/abs/1902.02285

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