On the structured backward error of inexact Arnoldi methods for (skew)-Hermitian and (skew)-symmetric eigenvalue problems (Q1689317)
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English | On the structured backward error of inexact Arnoldi methods for (skew)-Hermitian and (skew)-symmetric eigenvalue problems |
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On the structured backward error of inexact Arnoldi methods for (skew)-Hermitian and (skew)-symmetric eigenvalue problems (English)
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12 January 2018
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The inexact structure preserving Arnoldi method (ISPAM) to solve an eigenvalue problem for a matrix that is (skew) Hermitian is considered. The variable accuracy algorithm from \textit{V. Simoncini} [SIAM J. Numer. Anal. 43, No. 3, 1155--1174 (2005; Zbl 1093.65037)] is modified by including an extra structure preserving step which arranges that the (skew) Hermitian tridiagonal structure after orthogonalization still holds for the inexact method. A backward error analysis (also structure preserving) of this method is made. This error allows to specify two proposals of how the structure preserving step can be implemented. One of them will minimize the residual gap. Numerical experiments illustrate the method.
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Hermitian
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skew-Hermitian
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inexact Arnoldi method
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Krylov subspace
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backward error
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structure preserving process
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eigenvalue problems
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numerical experiments
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