The Rayleigh-Ritz method, refinement and Arnoldi process for periodic matrix pairs (Q629534)

For given matrix sequences \(A_1,\dots,A_p\) and \(E_1,\dots,E_p\), the periodic eigenvalue problem consists of finding an eigenvalue sequence \(\lambda_1,\dots,\lambda_p\) and a non-vanishing eigenvector sequence \(x_1,\dots,x_p\) such that \( A_j x_{j-1} = \lambda_j E_j x_j \) for \(j = 1,\dots,p\) and with \(x_0 = x_p\). If all \(E_j\) are invertible, this is closely related to the standard eigenvalue problem for the matrix product \(E_p^{-1} A_p \cdots E_1^{-1} A_1\) and cyclic permutations thereof. The paper under review proposes an extension of the refined Ritz vectors from \textit{Z. Jia} [Linear Algebra Appl. 259, 1--23 (1997; Zbl 0877.65018)] to this setting. This extension is based on a block cyclic embedding of the periodic eigenvalue problem.