Bounding the spectrum of large Hermitian matrices (Q541913): Difference between revisions

For the spectrum of large Hermitian matrices, an analysis and certain rigorous proof conditions under which the estimator provides an upper bound are formulated, and, based on this analysis, four tighter upper bounds are also developed. A practical algorithm that exploits 5-8-step Lanczos iteration with a safeguard step is presented, where the safeguard step can be realized with marginal cost by using the obtained theoretical bounds.