Superlinear convergence rates for the Lanczos method applied to elliptic operators (Q1374746): Difference between revisions

An upper bound is presented for the rate of convergence of the Lanczos method of estimating the eigenvalues of a compact, selfadjoint, positive definite operator under the assumption of exact arithmetic. This bound depends on the decay rate of the eigenvalues, and it is superlinear in the case of the inverse of an elliptic differential operator. The author shows that the bound is sharp in the case of the operator which is the inverse to \(Lu= -u''\) on the space of \(H^2\) functions on the interval \(0<x<1\) with \(u(0)= u(1)= 0\).