A generalization of Saad's theorem on Rayleigh-Ritz approximations

DOI10.1016/S0024-3795(00)00324-4MaRDI QIDQ5935366zbMATH OpenOpenAlexFDO

Authors G. W. Stewart

Publication date 2 April 2002

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0024-3795(00)00324-4

zbMATH Keywords

large eigenvalue problemnon-Hermitian matrixRayleigh-Ritz approximationSaad's theorem

Mathematics Subject Classification ID

Inequalities involving eigenvalues and eigenvectors (15A42)

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Cited in

(11)

• Accuracy of singular vectors obtained by projection-based SVD methods
• The least squares and line search in extracting eigenpairs in Jacobi-Davidson method
• Two-sided Grassmann-Rayleigh quotient iteration
• Cluster robust error estimates for the Rayleigh-Ritz approximation. I: Estimates for invariant subspaces
• A generalization of Saad's bound on harmonic Ritz vectors of Hermitian matrices
• A generalisation of the Rayleigh-Ritz approximation
• The convergence of harmonic Ritz vectors and harmonic Ritz values, revisited
• Krylov-Schur-type restarts for the two-sided Arnoldi method
• An analogue of the results of Saad and Stewart for harmonic Ritz vectors
• Fast and accurate randomized algorithms for linear systems and eigenvalue problems
• A subspace method for large-scale trace ratio problems

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