A modification of the iterative matrix diagonalization method of Davidson i
s presented that is applicable to the symmetric eigenvalue problem. This me
thod is based on subspace projections of a sequence of one or more approxim
ate matrices. The purpose of these approximate matrices is to improve the e
fficiency of the solution of the desired eigenpairs by reducing the number
of matrix-vector products that must be computed with the exact matrix. Seve
ral applications are presented. These are chosen to show the range of appli
cability of the method, the convergence behavior for a wide range of matrix
types. and also the wide range of approaches that may be employed to gener
ate approximate matrices. (C) 2001 Academic Press.