Dynamic Thick Restarting of the Davidson, and the Implicitly Restarted Arnoldi Methods

@article{Stathopoulos1998DynamicTR,
  title={Dynamic Thick Restarting of the Davidson, and the Implicitly Restarted Arnoldi Methods},
  author={Andreas T Stathopoulos and Yousef Saad and Kesheng Wu},
  journal={SIAM J. Scientific Computing},
  year={1998},
  volume={19},
  pages={227-245}
}
The Davidson method is a popular preconditioned variant of the Arnoldi method for solving large eigenvalue problems. For theoretical, as well as practical reasons the two methods are often used with restarting. Frequently, information is saved through approximated eigen-vectors to compensate for the convergence impairment caused by restarting. We call this scheme of retaining more eigenvectors than needed`thick restarting', and prove that thick restarted, non-preconditioned Davidson is… CONTINUE READING