Generalizations of Davidson's method for computing eigenvalues of sparse symmetric matrices

  title={Generalizations of Davidson's method for computing eigenvalues of sparse symmetric matrices},
  author={Ronald B. Morgan and David S. Scott},
  journal={Siam Journal on Scientific and Statistical Computing},
  • R. MorganD. Scott
  • Published 1 July 1986
  • Computer Science
  • Siam Journal on Scientific and Statistical Computing
This paper analyzes Davidson’s method for computing a few eigenpairs of large sparse symmetric matrices. An explanation is given for why Davidson’s method often performs well but occasionally performs very badly. Davidson’s method is then generalized to a method which offers a powerful way of applying preconditioning techniques developed for solving systems of linear equations to solving eigenvalue problems. 

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