Cluster-robust accuracy bounds for Ritz subspaces

DOI10.1016/J.LAA.2015.04.016MaRDI QIDQ2348930zbMATH OpenOpenAlexFDO

Authors Zhongming Teng, Ren-Cang Li, Linzhang Lu

Publication date 16 June 2015

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

Full work available at URL https://doi.org/10.1016/j.laa.2015.04.016

zbMATH Keywords

canonical angleeigenvalueeigenvectorinvariant subspacemajorizationRayleigh-Ritz procedureRitz valueRitz vector

Mathematics Subject Classification ID

Inequalities involving eigenvalues and eigenvectors (15A42) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Recommendations

• Sharp error bounds for Ritz vectors and approximate singular vectors
• Bounds on Changes in Ritz Values for a Perturbed Invariant Subspace of a Hermitian Matrix
• Majorization bounds for Ritz values of Hermitian matrices
• New estimates for Ritz vectors
• On proximity of Rayleigh quotients for different vectors and Ritz values generated by different trial subspaces

Cites work

• A note on eigenvalues of perturbed Hermitian matrices
• A sharp version of Kahan's theorem on clustered eigenvalues
• A survey of conjugate gradient algorithms for solution of extreme eigen-problems of a symmetric matrix
• Accuracy of computed eigenvectors via optimizing a Rayleigh quotient
• Cluster robust error estimates for the Rayleigh-Ritz approximation. I: Estimates for invariant subspaces
• Convergence of the block Lanczos method for eigenvalue clusters
• Error bounds in the Rayleigh-Ritz approximation of eigenvectors
• scientific article; zbMATH DE number 3464396 (Why is no real title available?)
• scientific article; zbMATH DE number 1049353 (Why is no real title available?)
• scientific article; zbMATH DE number 967931 (Why is no real title available?)
• scientific article; zbMATH DE number 3061616 (Why is no real title available?)
• New A Priori FEM Error Estimates for Eigenvalues
• Rayleigh-Ritz majorization error bounds with applications to FEM
• Sharp a priori error estimates of the Rayleigh-Ritz method without assumptions of fixed sign or compactness
• Some remarks on the spectra of Hermitian matrices

Cited in

(13)

• Majorization bounds for SVD
• Rayleigh-Ritz majorization error bounds for the linear response eigenvalue problem
• Cluster robust error estimates for the Rayleigh-Ritz approximation. I: Estimates for invariant subspaces
• The spectral spread of Hermitian matrices
• Bounds on Changes in Ritz Values for a Perturbed Invariant Subspace of a Hermitian Matrix
• On an Eigenvector-Dependent Nonlinear Eigenvalue Problem
• scientific article; zbMATH DE number 1368803 (Why is no real title available?)
• Sharp error bounds for Ritz vectors and approximate singular vectors
• Absolute Variation of Ritz Values, Principal Angles, and Spectral Spread
• Majorization Bounds for Ritz Values of Self-Adjoint Matrices
• Subspace gap residuals for Rayleigh-Ritz approximations
• Computing eigenvalue bounds for iterative subspace matrix methods
• Majorization bounds for Ritz values of Hermitian matrices

This page was built for publication: Cluster-robust accuracy bounds for Ritz subspaces

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2348930)