Convergence analysis of the Jacobi–Davidson method applied to a generalized eigenproblem
Grace Hechme · Comptes Rendus Mathématique · 2007
In this Note we consider the Jacobi–Davidson method applied to a nonsymmetric generalized eigenproblem. We analyze the convergence behavior of the method when the linear systems involved, known as the correction equations, are solved approximately. Our analysis also exhibits quadratic convergence when the corrections are solved exactly.