We present a combination method based on orignal version of Davidson algorithm for extracting few of the lowest eigenvalues and eigenvectors of a sparse symmetric Hamiltonian matrix and the simplest version of Lanczos technique for obtaining a tridiagonal representation of the Hamiltonian to compute the continued fraction expansion of the Greens function at a very low temperature. We compare the Davidson$+$Lanczos method with the full diagonalization on a one-band Hubbard model on a Bethe lattice of infinite-coordination using dynamical mean field theory.
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