Abstract. In this work we generalize the Jacobi-Davidson method to the case when eigenvector can be reshaped into a low-rank matrix. In this setting the proposed method inherits advantages of the original Jacobi-Davidson method, has lower complexity and requires less storage. We also introduce low-rank version of the Rayleigh quotient iteration which naturally arises in the JacobiDavidson method.
The generalization of the Jacobi-Davidson method was considered in REF .
Jacobi-Davidson method on low-rank matrix manifolds
arXiv: Numerical Analysis
Mathematics Computer Science