Error bounds for the Arnoldi method: a set of extreme eigenpairs (Q1124945)

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scientific article; zbMATH DE number 1371428
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Error bounds for the Arnoldi method: a set of extreme eigenpairs
scientific article; zbMATH DE number 1371428

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    Error bounds for the Arnoldi method: a set of extreme eigenpairs (English)
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    29 November 1999
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    Exponential estimates are proved for the error of computing a finite set of extreme eigenvalues and corresponding eigenvectors of a bounded operator by means of the Arnoldi method. An analogous estimate for computation of an operator function is given. Numerical examples are presented to demonstrate the applicability and performance of the method.
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    error bounds
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    exponential convergence
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    numerical examples
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    extreme eigenvalues
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    eigenvectors
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    Arnoldi method
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