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The least squares and line search in extracting eigenpairs in Jacobi-Davidson method. (English) Zbl 1455.65057

Summary: The methods used for extracting an approximate eigenpair are crucial in sparse iterative eigensolvers. Using least squares and line search techniques this paper devises a method for an approximate eigenpair extraction. Numerical comparison of the Jacobi-Davidson method using the suggested method of eigenpair extraction, Rayleigh-Ritz, and refined Ritz projections shows that the suggested method is a viable alternative.

MSC:

65F15 Numerical computation of eigenvalues and eigenvectors of matrices
15A18 Eigenvalues, singular values, and eigenvectors
15A60 Norms of matrices, numerical range, applications of functional analysis to matrix theory

Software:

JDQR; JDQZ; MatrixMarket
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Full Text: DOI

References:

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