We present a new methodology to solve the Anderson impurity model, in the context of dynamical mean-field theory, based on the exact diagonalization method. We propose a strategy to effectively refine the exact diagonalization solver by combining a finite-temperature Lanczos algorithm with an adapted version of the cluster perturbation theory. We show that the augmented diagonalization yields an improved accuracy in the description of the spectral function of the single-band Hubbard model and is a reliable approach for a full d-orbital manifold calculation.
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