We give a general approach of the Jacobi-Davidson method based on any vector iteration to solve a linear or nonlinear eigenvalue problem.
The influence of solving the Jacobi-Davidson correction equation inexactly is considered and we can prove linear convergence for three different cases of prerequisites. Finally, a special two parameter eigenvalue problem caused by dynamical systems with time delay is considered. Therefor, a functional which is similar to the Rayleigh functional is introduced.
Nicolai Rehbein
Nonlinear Eigenvalue Problems Jacobi-Davidson method Rayleigh functional