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