2004
DOI: 10.1137/s1064827502410992
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A Jacobi--Davidson Method for Solving Complex Symmetric Eigenvalue Problems

Abstract: Abstract. We discuss variants of the Jacobi-Davidson method for solving the generalized complex symmetric eigenvalue problem. The Jacobi-Davidson algorithm can be considered as an accelerated inexact Rayleigh quotient iteration. We show that it is appropriate to replace the Euclidean inner product in C n with an indefinite inner product. The Rayleigh quotient based on this indefinite inner product leads to an asymptotically cubically convergent Rayleigh quotient iteration. Advantages of the method are illustra… Show more

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Cited by 33 publications
(36 citation statements)
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“…In [1], Arbenz and Hochstenbach suggest a variant of the Jacobi-Davidson algorithm for complex symmetric eigenvalue problems. In this method, the standard Rayleigh quotient estimate of the eigenvalue,…”
Section: Perfectly-matched Layers and Symmetry-preserving Projectionmentioning
confidence: 99%
“…In [1], Arbenz and Hochstenbach suggest a variant of the Jacobi-Davidson algorithm for complex symmetric eigenvalue problems. In this method, the standard Rayleigh quotient estimate of the eigenvalue,…”
Section: Perfectly-matched Layers and Symmetry-preserving Projectionmentioning
confidence: 99%
“…Hence we have that the difference between the two Green's functions isG which can be written as (16). ✷ Corollary : LetG 1 (β, z, z ) satisfy the ORBC (10) andG 2 (β, z, z ) satisfy the ArBC (13).…”
Section: The Grounded Hankel Domainmentioning
confidence: 99%
“…Since P is complex symmetric, in other words P = P T (but not Hermitian symmetric: P = P * in general), the eigenvectors can be chosen to be complex orthonormal [16], i.e., Q T Q = I, in conformity with the b−orthonormality requirement DD T = I, see (69). Next we discuss the important Dirichlet and Neumann cases.…”
Section: Eigenexpansionsmentioning
confidence: 99%
“…Various projection methods for solving complex symmetric EVPs have been proposed, for example, based on modifications of the nonHermitian Lanczos method [3,8,9], on subspace iteration [10], or on variants of the Jacobi-Davidson method [11].…”
Section: Introductionmentioning
confidence: 99%