2019/02/06 by Mashetti Ravibabu, Ravibabu, Mashetti
Computer Science · Mathematics · Physics and Astronomy · #65F15 #Advanced Optimization Algorithms Research #Electromagnetic Scattering and Analysis #FOS: Mathematics #Matrix Theory and Algorithms #Numerical Analysis (math.NA)
paper · pdf · doi:10.48550/arxiv.1902.02285
openalex publication_date 2019/02/06 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
Each iteration in Jacobi-Davidson method for solving large sparse eigenvalue problems involves two phases, called subspace expansion and eigen pair extraction. The subspace expansion phase involves solving a correction equation. We propose a modification to this by introducing a related correction equation, motivated by the least squares. We call the proposed method as the Modified Jacobi-Davidson Method. When the subspace expansion is ignored as in the Simplified Jacobi- Davidson Method, the modified method is called as Modified Simplified Jacobi-Davidson Method. We analyze the convergence properties of the proposed method for Symmetric matrices. Numerical experiments have been carried out to check whether the method is computationally viable or not.