Author

Igor Simunec

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Preprint Sep 2026

Randomized Jacobi-Davidson method

A randomized Jacobi-Davidson method is introduced that replaces this orthogonalization with a much cheaper randomized orthogonalization process, which requires no inner products involving full-dimensional vectors and matches the reliability of classical Jacobi-Davidson while reducing orthogonalization cost.

L. Grigori, Taejun Park, Igor Simunec · 0 citations