A SPACE-SAVING MODIFICATION OF DAVIDSON EIGENVECTOR ALGORITHM

A modification of Davidson's eigenvalue algorithm, based on the conjugate gradient method, is described. This method needs storage only for a few vectors (five to seven, depending on the implementation), making it practical for very large problems where disk storage is the limiting factor, without the necessity of restarting or discarding some expansion vectors. The convergence characteristics of the modified method are essentially identical with those of the original Davidson method if all expansion vectors are retained in the latter. Copyright © 1990 John Wiley & Sons, Inc.