A new numerical method for the solution of the dynamical mean field theory’s self-consistent equations is introduced. The method uses the density matrix renormalization group technique to solve the associated impurity problem. The new algorithm makes no a priori approximations and is only limited by the number of sites that can be considered. We obtain accurate estimates of the critical values of the metal-insulator transitions and provide evidence of substructure in the Hubbard bands of the correlated metal. With this algorithm, more complex models having a larger number of degrees of freedom can be considered and finite-size effects can be minimized.