JD-V: A new variant of Jacobi--Davidson method for large Hermitian eigenproblems

Abstract

A novel variant of the Jacobi-Davidson (JD) type method for Hermitian eigenvalue problems, designated as JD-V, is proposed based on a newly designed correction equation, whose solution is shown to be nearly as effective as that of the standard correction equation for subspace expansion. Rigorous convergence analysis of MINRES for solving these equations reveals that the inner iterations of JD-V are significantly more efficient than those of the standard JD method when highly clustered eigenvalues are of interest. A thick-restart JD-V algorithm with deflation and purgation is developed to compute several eigenpairs of a a large-scale Hermitian matrix. Numerical experiments confirm the theoretical results and demonstrate the considerable superiority of JD-V over standard JD in overall efficiency.