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Controlling inner iterations in the Jacobi-Davidson method. (English) Zbl 1191.65032

The Jacobi-Davidson method is an eigenvalue solver which uses an inner-outer scheme. In the outer iteration one tries to approximate an eigenpair while in the inner iteration a linear system has to be solved, often iteratively, with the ultimate goal to make progress for the outer loop.
This paper shows a relation between the residual norm of the inner linear system and the residual norm of the eigenvalue problem.

MSC:

65F15 Numerical computation of eigenvalues and eigenvectors of matrices

Software:

JDQZ; JADAMILU; QMRPACK; JDQR; JDCG
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