An analysis of the Rayleigh--Ritz method for approximating eigenspaces

DOI10.1090/S0025-5718-00-01208-4zbMath0968.65020MaRDI QIDQ2701555

G. W. Stewart, Zhongxiao Jia

Publication date: 19 February 2001

Published in: Mathematics of Computation (Search for Journal in Brave)

zbMATH Keywords

convergenceeigenvaluesRayleigh-Ritz methodeigenspaceRitz vectors

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

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Uses Software

• JDQZ

Cites Work

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• Bounds for the variation of the roots of a polynomial and the eigenvalues of a matrix
• An optimal bound for the spectral variation of two matrices
• Polynomial characterizations of the approximate eigenvectors by the refined Arnoldi method and an implicitly restarted refined Arnoldi algorithm
• The modified quadrature method for classical pseudodifferential equations of negative order on smooth closed curves
• Refined iterative algorithms based on Arnoldi's process for large unsymmetric eigenproblems
• A refined iterative algorithm based on the block Arnoldi process for large unsymmetric eigenproblems
• Absolute and relative perturbation bounds for invariant subspaces of matrices
• The Convergence of Generalized Lanczos Methods for Large Unsymmetric Eigenproblems
• A Jacobi–Davidson Iteration Method for Linear Eigenvalue Problems

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