Two-sided and Alternating Jacobi-Davidson
Michiel Hochstenbach
Abstract: We consider a general form of the Jacobi-Davidson correction equation and investigate when it is (if solved exactly) equivalent to a step of inverse iteration.
We use these results to design both a two-sided and an alternating Jacobi-Davidson process, that can be seen as the Jacobi-Davidson variants of Ostrowski's two-sided - and Parlett's alternating Rayleigh Quotient Iteration. The methods have asymptotically cubic converge for nonnormal matrices.