Folded spectrum method

From HandWiki
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 ε. This means you can get a vector Ψ in the middle of the spectrum without solving the matrix.

Ψi+1=Ψiα(Hε𝟏)2Ψi, with 0<α<1 and 𝟏 the Identity matrix.

In contrast to the Conjugate gradient method, here the gradient calculates by twice multiplying matrix H:GHGH2.

Literature