Optimal a priori error bounds for the Rayleigh-Ritz method

DOI10.1090/S0025-5718-02-01435-7zbMath1018.65051MaRDI QIDQ4794636

Gerard L. G. Sleijpen, Paul Smit, Jasper van den Eshof

Publication date: 19 February 2003

Published in: Mathematics of Computation (Search for Journal in Brave)

zbMATH Keywords

eigenvectoreigenvalue problemerror boundssmallest eigenvalueRayleigh-Ritz methodsymmetric matricessubspace projection

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Related Items (2)

A homogeneous Rayleigh quotient with applications in gradient methods ⋮ On the use of harmonic Ritz pairs in approximating internal eigenpairs

Cites Work

• Unnamed Item
• The iterative calculation of a few of the lowest eigenvalues and corresponding eigenvectors of large real-symmetric matrices
• An analysis of the Rayleigh--Ritz method for approximating eigenspaces
• On the Rates of Convergence of the Lanczos and the Block-Lanczos Methods
• New estimates for Ritz vectors
• Estimates for Some Computational Techniques in Linear Algebra

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