A Jacobi-Davidson method for solving complex symmetric eigenvalue problems

Abstract. We discuss variants of the Jacobi–Davidson method for solving the generalized complex-symmetric eigenvalue problem. The Jacobi–Davidson algorithm can be considered as an accelerated inexact Rayleigh quotient iteration. We show that it is appropriate to replace the Eu-clidean inner product x∗y in Cn by the bilinear form xTy. The Rayleigh quotient based on this bilinear form leads to an asymptotically cubically convergent Rayleigh quotient iteration. Advantages of the method are illustrated by numerical examples. We deal with problems from electromagnetics that require the computation of interior eigenvalues. Key words. Generalized complex-symmetric eigenvalue problem, interior eigenvalues, Jacobi– Davidson algorithm. AMS subject classifications. 65F15, 65F50