A new justification of the Jacobi-Davidson method for large eigenproblems

摘要

The Jacobi-Davidson method is known to converge at least quadratically if the correction equation is solved exactly, and it is common experience that the fast convergence is maintained if the correction equation is solved only approximately. In this note we derive the Jacobi-Davidson method in a way that explains this robust behavior. (c) 2007 Elsevier Inc. All rights reserved.