Jacobi-Davidson methods for generalized MHD-eigenvalue problems
J.G.L. Booten, Diederik R. Fokkema, Gérard L. G. Sleijpen, H.A. van deVorst · Centrum Wiskunde & Informatica (CWI), the national research institute for mathematics and computer science in the Netherlands · 1995
A Jacobi-Davidson algorithm for computing selected eigenvalues and associated eigenvectors of the generalized eigenvalue problem $Ax = lambda Bx$ is presented. In this paper the emphasis is put on the case where one of the matrices, say the B-matrix, is Hermitian positive definite. The method is an inner-outer iterative scheme, in which the inner iteration process consists of solving linear systems to some accuracy. The factorization of either matrix is avoided. Numerical experiments are presented for problems arising in magnetohydrodynamics (MHD).