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Jacobi-Davidson方法中的修正方程和对应的精化方法
引用本文:贾仲孝,冯绍强. Jacobi-Davidson方法中的修正方程和对应的精化方法[J]. 数学研究及应用, 2005, 25(3): 515-524
作者姓名:贾仲孝  冯绍强
作者单位:1. 清华大学数学科学系,北京,100084
2. 大连理工大学应用数学系,辽宁,大连,116024
基金项目:国家自然科学基金(10471074)国家重点基础研究规划项目(G1999032805)高等学校骨干教师基金.
摘    要:Jacobi-Davidson方法的核心之一是求解用以合理扩展投影子空间的线性修正方程组,众多文献均认为该方程是自然有解的.本文详细研究了修正方程,证明它可能无解,并给出了解存在的条件.同时,为克服近似特征向量的可能不收敛性,提出了精化的Jacobi-Davidson方法,建立了对应的修正方程.

关 键 词:Jacobi-Davidson方法  精化的Jacobi-Davidson方法  Ritz值  Ritz向量  精化向量  修正方程  Rayleigh商
文章编号:1000-341X(2005)03-0515-10
收稿时间:2003-03-17
修稿时间:2003-03-17

A Refined Jacobi-Davidson Method and Its Correction Equation
JIA Zhong-xiao and FENG Shao-qiang. A Refined Jacobi-Davidson Method and Its Correction Equation[J]. Journal of Mathematical Research with Applications, 2005, 25(3): 515-524
Authors:JIA Zhong-xiao and FENG Shao-qiang
Affiliation:Dept. of Math.; Tsinghua University; Beijing; China;Dept. of Appl. Math.; Dalian University of Technology; Liaoning; China
Abstract:A central problem in the Jacobi-Davidson method is to expand a projection subspace by solving certain correction equation. It has been commonly accepted that the correction equation always has a solution. However, it is proved in this paper that this is not true. Conditions are given to decide when it has a unqiue solution or many solutions or no solution. A refined Jacobi-Davidson method is proposed to overcome the possible nonconvergence of Ritz vectors by computing certain refined approximation eigenvectors from the subspace. A corresponding correction equation is derived for the refined method.
Keywords:Jacobi-Davidson method  refined Jacobi-Davidson method  Ritz value  Ritz vector  refined eigenvector approximation  correction equation  Rayleigh quotient.
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