Generalizations of Davidson’s Method for Computing Eigenvalues of Sparse Symmetric Matrices
Ronald B. Morgan, David Sanborn Scott · SIAM Journal on Scientific and Statistical Computing · 1986
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.