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).

Numerical Linear Algebra (acm G.1.3)
Eigenvalues, eigenvectors (msc 65F15)
CWI
Department of Numerical Mathematics [NM]

Booten, J.G.L, Fokkema, D.R, Sleijpen, G.L.G, & van der Vorst, H.A. (1995). Jacobi-Davidson methods for generalized MHD-eigenvalue problems. Department of Numerical Mathematics [NM]. CWI.