By: JuliaLang - The Julia programming language

Re-posted from: https://julialang.org/blog/2017/08/native-julia-implementations-of-iterative-solvers-for-numerical-linear-algebra/

GSoC 2017: Implementing iterative solvers for numerical linear algebra | The central part of my GSoC project is about implementing the Jacobi-Davidson method natively in Julia, available in JacobiDavidson.jl (https://github.com/haampie/JacobiDavidson.jl). This method computes a few approximate solutions of the eigenvalue problem Ax = lambda Bx for large and sparse mat…

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