Bounds on the error of an approximate invariant subspace for non-self- adjoint matrices

DOI10.1007/S002110050040MaRDI QIDQ1330385zbMATH OpenOpenAlexFDO

Authors Moshe Haviv, Yaacov Ritov

Publication date 28 March 1995

Published in Numerische Mathematik (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s002110050040

zbMATH Keywords

eigenvalueserror boundsinvariant subspacenon-selfadjoint matricesresidual boundssingular value decompositionsingular values

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Review text

The authors give error bounds on the approximation of an invariant subspace for four situations: (i) the subspace is one-dimensional and the eigenvalue is known; (ii) the subspace is one-dimensional and the eigenvalue is only approximated; (iii) the subspace is multidimensional and the coresponding eigenvalues are known; (iii) the subspace is multidimensional and the corresponding eigenvalues are only approximated. The bounds depend -- apart from the residual -- on the quality of the eigenvalue approximation and the separation of singular values. This paper was processed by the authors' themselves, and it shows unfortunately -- all internal references are missing.

Recommendations

• Two Simple Residual Bounds for the Eigenvalues of a Hermitian Matrix
• Absolute and relative perturbation bounds for invariant subspaces of matrices
• A priori error bounds on invariant subspace approximations by block Krylov subspaces
• scientific article; zbMATH DE number 3998021
• A note on finite element error bounds for multiple defective eigenvalues and maximal invariant subspaces

Cited in

(11)

• Iterative improvement of componentwise error bounds of invariant subspaces belonging to a double or nearly double eigenvalue
• A priori error bounds on invariant subspace approximations by block Krylov subspaces
• Asymptotic expansions for stationary distributions of perturbed semi-Markov processes
• scientific article; zbMATH DE number 4165091 (Why is no real title available?)
• scientific article; zbMATH DE number 4048916 (Why is no real title available?)
• Boundedness of adjoint bases of approximate spectral subspaces and of associated block reduced Resolvents
• scientific article; zbMATH DE number 3998021 (Why is no real title available?)
• A lower-bound of a multiplicative combination approximation
• scientific article; zbMATH DE number 2232693 (Why is no real title available?)
• Backword error bounds for approximate Krylov subspaces
• A note on finite element error bounds for multiple defective eigenvalues and maximal invariant subspaces

This page was built for publication: Bounds on the error of an approximate invariant subspace for non-self- adjoint matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1330385)