Convergence analysis of the Jacobi-Davidson method applied to a generalized eigenproblem

Grace Hechme (1)

1 POEMS - Propagation des Ondes : Étude Mathématique et Simulation

In this Note we consider the Jacobi-Davidson method applied to a nonsymmetric generalized eigenproblem. We analyze the convergence behavior of the method when the linear systems involved, known as the correction equations, are solved approximately. Our analysis also exhibits quadratic convergence when the corrections are solved exactly. To cite this article: G. Hechme, C. R. Acad. Sci. Paris, Ser. I 345 (2007). © 2007 Académie des sciences.

Domaines: Analyse numérique [math.NA]

Grace Hechme. Convergence analysis of the Jacobi-Davidson method applied to a generalized eigenproblem. Comptes Rendus. Mathématique, 2007, 345 (5), pp.293-296. ⟨10.1016/j.crma.2007.07.003⟩. ⟨hal-00876229⟩