Homogeneous Jacobi-Davidson

We study a homogeneous variant of the Jacobi-Davidson method for the generalized and polynomial eigenvalue problem. While a homogeneous form of these problems was previously considered for the subspace extraction phase, in this paper this form is also exploited for the subspace expansion phase and t...

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Bibliographic Details
Published inElectronic transactions on numerical analysis Vol. 29; p. 19
Main Authors Hochstenbach, Michiel E, Notay, Yvan
Format Journal Article
LanguageEnglish
Published Institute of Computational Mathematics 01.12.2007
Subjects
Eigenvalues
Iterative methods (Mathematics)
Methods
Polynomials
Properties
Belgium
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ISSN1068-9613
1097-4067

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Summary:We study a homogeneous variant of the Jacobi-Davidson method for the generalized and polynomial eigenvalue problem. While a homogeneous form of these problems was previously considered for the subspace extraction phase, in this paper this form is also exploited for the subspace expansion phase and the projection present in the correction equation. The resulting method can deal with both finite and infinite eigenvalues in a natural and unified way. We show relations with the multihomogeneous Newton method, Rayleigh quotient iteration, and (standard) Jacobi-Davidson for polynomial eigenproblems. Key words. homogeneous form, quadratic eigenvalue problem, generalized eigenvalue problem, polynomial eigenvalue problem, infinite eigenvalues, correction equation, subspace method, subspace expansion, large sparse matrices, bihomogeneous Newton, multihomogeneous Newton, Rayleigh quotient iteration, Jacobi-Davidson AMS subject classifications. 65F15, 65F50
ISSN:1068-9613
1097-4067