Ritz and pseudo-Ritz values using matrix polynomials

DOI10.1016/0024-3795(95)00682-6MaRDI QIDQ1923177zbMATH OpenOpenAlexFDO

Authors Valeria Simoncini

Publication date 7 October 1996

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

Full work available at URL https://doi.org/10.1016/0024-3795(95)00682-6

zbMATH Keywords

block Arnoldi procedureblock Krylov subspace methodsconvergenceJordan-Ritz pairsmatrix polynomialnonsymmetric matrix

Mathematics Subject Classification ID

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

Review text

A unified approach of two block Krylov subspace methods is presented based on the block Arnoldi procedure for a real nonsymmetric matrix \(A\). It is shown that matrix polynomials are the appropriate tool for analyzing the convergence of Jordan-Ritz pairs when \(A\) is not diagonalizable. Analogous arguments are used to study the convergence properties of a linear system solver that minimizes the residual norm on the generated Krylov subspace.

Recommendations

• Convergence properties of block GMRES and matrix polynomials
• The convergence behavior of Ritz values in the presence of close eigenvalues
• On the Convergence of Rational Ritz Values
• scientific article; zbMATH DE number 3932293

Cites work

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Cited in

(7)

• Recent computational developments in Krylov subspace methods for linear systems
• Block Krylov subspace methods for functions of matrices. II: Modified block FOM
• Application of the Lanczos algorithm for solving the linear systems that occur in continuation problems
• Numerical Analysis and Its Applications
• Adaptively restarted block Krylov subspace methods with low-synchronization skeletons
• A posteriori superlinear convergence bounds for block conjugate gradient
• An Efficient Block Rational Krylov Solver for Sylvester Equations with Adaptive Pole Selection

Describes a project that uses

Uses Software

• JDQZ

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