Eigenvalue Computation from the Optimization Perspective: On Jacobi-Davidson, IIGD, RQI and Newton Updates

Abstract

We discuss the close connection between eigenvalue computation and optimization using the Newton method and subspace methods. From the connection we derive a new class of Newton updates. The new update formulation is similar to the well-known Jacobi-Davidson method. This similarity leads to simplified versions of the Jacobi-Davidson method and the inverse… (More)

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