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

DOI10.1016/J.CAM.2010.11.014MaRDI QIDQ629534zbMATH OpenOpenAlexFDO

Authors Eric King-wah Chu, H.-Y. Fan, Zhongxiao Jia, Tiexiang Li, Wen-Wei Lin

Publication date 9 March 2011

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2010.11.014

zbMATH Keywords

Arnoldi processperiodic eigenvaluesperiodic matrix pairsRayleigh-Ritz methodrefinementRitz values

Mathematics Subject Classification ID

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

Review text

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.

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