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Generalizations of Davidson’s method for computing eigenvalues of sparse symmetric matrices. (English) Zbl 0602.65020
The method of E. R. Davidson [J. Comput. Phys. 17, 87-94 (1975; Zbl 0293.65022)] for computing a few eigenpairs of large sparse symmetric matrices is analyzed as a method for using diagonal preconditioning (i.e. using an approximate inverse). Better preconditioners are introduced and applied to force global convergence to a particular eigenvalue.
Reviewer: A.de Castro

MSC:
65F15 Numerical computation of eigenvalues and eigenvectors of matrices
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