Folded spectrum method

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Short description: Mathematical method for solving large eigenvalue problems

In mathematics, the folded spectrum method (FSM) is an iterative method for solving large eigenvalue problems. Here you always find a vector with an eigenvalue close to a search-value [math]\displaystyle{ \varepsilon }[/math]. This means you can get a vector [math]\displaystyle{ \Psi }[/math] in the middle of the spectrum without solving the matrix.

[math]\displaystyle{ \Psi_{i+1}= \Psi_i-\alpha( H- \varepsilon \mathbf{1} )^2 \Psi_i }[/math], with [math]\displaystyle{ 0\lt \alpha^{\,}\lt 1 }[/math] and [math]\displaystyle{ \mathbf{1} }[/math] the Identity matrix.

In contrast to the Conjugate gradient method, here the gradient calculates by twice multiplying matrix [math]\displaystyle{ H:\;G\sim H\rightarrow G\sim H^2. }[/math]

Literature