The Davidson Method
Michel Crouzeix, Bernard Philippe, Miloud Sadkane · SIAM Journal on Scientific Computing · 1994
This paper deals with the Davidson method that computes a few of the extreme eigenvalues of a symmetric matrix and corresponding eigenvectors. A general convergence result for methods based on projection techniques is given and can be applied to the Lanczos method as well. The efficiency of the preconditioner involved in the method is discussed. Finally, by means of numerical experiments, the Lanczos and Davidson methods are compared and a procedure for a dynamic restarting process is described.