On the convergence of Ritz pairs and refined Ritz vectors for quadratic eigenvalue problems

DOI10.1007/S10543-013-0438-0MaRDI QIDQ2434933zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 3 February 2014

Published in BIT (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1109.6426

zbMATH Keywords

algorithmconvergencenumerical experimentquadratic eigenvalue problemRayleigh-Ritz methodrefined Ritz vectorRitz valueRitz vector

Mathematics Subject Classification ID

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

Abstract: For a given subspace, the Rayleigh-Ritz method projects the large quadratic eigenvalue problem (QEP) onto it and produces a small sized dense QEP. Similar to the Rayleigh-Ritz method for the linear eigenvalue problem, the Rayleigh-Ritz method defines the Ritz values and the Ritz vectors of the QEP with respect to the projection subspace. We analyze the convergence of the method when the angle between the subspace and the desired eigenvector converges to zero. We prove that there is a Ritz value that converges to the desired eigenvalue unconditionally but the Ritz vector converges conditionally and may fail to converge. To remedy the drawback of possible non-convergence of the Ritz vector, we propose a refined Ritz vector that is mathematically different from the Ritz vector and is proved to converge unconditionally. We construct examples to illustrate our theory.

Review text

The authors design a Rayleigh-Ritz-type algorithm for the numerical solution of the quadratic eigenvalue problem \((\lambda^2 M + \lambda D + K) x = 0\). They prove unconditional convergence for Ritz values and convergence of a refined Ritz vector. Some numerical experiments are also performed.

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Cited in

(12)

• Mixed forward-backward stability of the two-level orthogonal Arnoldi method for quadratic problems
• Convergence theory for the exact interpolation scheme with approximation vector as the first column of the prolongator and Rayleigh quotient iteration nonlinear smoother.
• On proximity of Rayleigh quotients for different vectors and Ritz values generated by different trial subspaces
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• The Rayleigh-Ritz method, refinement and Arnoldi process for periodic matrix pairs
• An analysis of the Rayleigh-Ritz and refined Rayleigh-Ritz methods for regular nonlinear eigenvalue problems

Describes a project that uses

Uses Software

• NLEVP

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