@Article{EAJAM-7-21, author = {}, title = {A Filtered-Davidson Method for Large Symmetric Eigenvalue Problems}, journal = {East Asian Journal on Applied Mathematics}, year = {2018}, volume = {7}, number = {1}, pages = {21--37}, abstract = {

For symmetric eigenvalue problems, we constructed a three-term recurrence polynomial filter by means of Chebyshev polynomials. The new filtering technique does not need to solve linear systems and only needs matrix-vector products. It is a memory conserving filtering technique for its three-term recurrence relation. As an application, we use this filtering strategy to the Davidson method and propose the filtered-Davidson method. Through choosing suitable shifts, this method can gain cubic convergence rate locally. Theory and numerical experiments show the efficiency of the new filtering technique.

}, issn = {2079-7370}, doi = {https://doi.org/10.4208/eajam.160816.131016a}, url = {http://global-sci.org/intro/article_detail/eajam/10732.html} }