Jacobi-Davidson QR type method for the standard eigenvalue problem.
Choice of standard or harmonic Rayleigh-Ritz for the extraction.
Choice of GMRES, MINRES, CG, SYMMLQ, and BICGSTAB for solving the correction equation.
Jacobi-Davidson QZ type method for the generalized eigenvalue problem.
Choice of standard or harmonic Rayleigh-Ritz for the extraction.
Choice of GMRES, MINRES, CG, SYMMLQ, and BICGSTAB for solving the correction equation.
Jacobi-Davidson type method for the real symmetric standard eigenvalue problem.
CG is used in the inner iteration with a sensible stopping criterion.
Reference:
Y. Notay Combination of Jacobi-Davidson and conjugate gradients for the partial symmetric eigenproblem.
Numer. Lin. Alg. Appl., 9:21-44, 2002.
Link to article
Jacobi-Davidson type method for the generalized real symmetric/symmetric positive definite standard eigenvalue problem.
CG is used in the inner iteration with a sensible stopping criterion.
Reference:
Y. Notay Combination of Jacobi-Davidson and conjugate gradients for the partial symmetric eigenproblem.
Numer. Lin. Alg. Appl., 9:21-44, 2002.
Link to article
M. Bollhöfer,
Y. Notay JADAMILU: a software code for computing selected eigenvalues of large sparse symmetric matrices.
Computer Physics Communications 177, pp. 951-964, 2007.
Link to article
Jacobi-Davidson type method for the real symmetric standard eigenvalue problem.
CG is used in the inner iteration with a sensible stopping criterion.
Reference:
M. Bollhoefer,
Y. Notay JADAMILU: a software code for computing selected eigenvalues of large sparse symmetric matrices.
Preprint, Free University of Brussels, October 2006.
Link to article
C library implementating the Jacobi-Davidson method for
standard symmetric and generalized symmetric/symmetric positive definite eigenproblems.
The implementation supports blocking.
Reference:
R. Geus The Jacobi-Davidson algorithm for solving large sparse symmetric eigenvalue problems with application to the design of accelerator cavities.
PhD thesis no. 14734, ETH Zurich, 2002.
Link to thesis
Jacobi-Davidson type method for the generalized standard eigenvalue problem.
Choice of standard or harmonic Rayleigh-Ritz for the extraction.
Choice of GMRES or BiCGstab(l) for solving the correction equation.
PReconditioned Iterative MultiMethod Eigensolver.
Jacobi-Davidson and other type methods for the real symmetric or complex Hermitian standard eigenvalue problem.
References:
A. Stathopoulos Nearly optimal preconditioned methods for Hermitian eigenproblems under limited memory. Part I: Seeking one eigenvalue.
SIAM J. Sci. Comput., Vol. 29, No. 2, (2007), 481-514.
Link to article
A. Stathopoulos Nearly optimal preconditioned methods for Hermitian eigenproblems under limited memory. Part II: Seeking many eigenvalues.
SIAM J. Sci. Comput., Vol. 29, No. 5, (2007), 2162-2188.
Link to article
M.E. Hochstenbach Harmonic and refined extraction methods for the singular value
problem, with applications in least squares problems.
BIT, 44(4):721-754, 2004.
Link to article
JDTP, Matlab routines, please send email to Bor.Plestenjak fmf.uni-lj.si
Jacobi-Davidson type method for the two-parameter eigenvalue problem.
References:
M.E. Hochstenbach
and B. Plestenjak.
A Jacobi-Davidson type method for a right definite two-parameter eigenvalue problem.
SIAM J. Matrix Anal. Appl., 24(2):392-410, 2002.
Link to article
