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New estimates for Ritz vectors
Author(s):
Andrew
V.
Knyazev.
Journal:
Math. Comp.
66
(1997),
985-995.
MSC (1991):
Primary 65F35
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Abstract:
The following estimate for the Rayleigh-Ritz method is proved: 
Here is a bounded self-adjoint operator in a real Hilbert/euclidian space, one of its eigenpairs, a trial subspace for the Rayleigh-Ritz method, and a Ritz pair. This inequality makes it possible to analyze the fine structure of the error of the Rayleigh-Ritz method, in particular, it shows that if an eigenvector is close to the trial subspace with accuracy and a Ritz vector is an approximation to another eigenvector, with a different eigenvalue. Generalizations of the estimate to the cases of eigenspaces and invariant subspaces are suggested, and estimates of approximation of eigenspaces and invariant subspaces are proved.
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Additional Information:
Andrew
V.
Knyazev
Affiliation:
Department of Mathematics, University of Colorado at Denver, Denver, Colorado 80217
Email:
knyazev@na-net.ornl.gov
DOI:
10.1090/S0025-5718-97-00855-7
PII:
S 0025-5718(97)00855-7
Keywords:
Eigenvalue problem,
Rayleigh--Ritz method,
approximation,
error estimate
Received by editor(s):
May 10, 1995
Received by editor(s) in revised form:
September 5, 1995 and June 3, 1996
Additional Notes:
This research was supported by the National Science Foundation under grant NSF-CCR-9204255 and was performed while the author was visiting the Courant Institute.
Copyright of article:
Copyright
1997,
American Mathematical Society
Forward Citation(s): Information for authors on submitting citations The following works have cited this article Zhang T, Golub GH, Law KH, Subspace iterative methods for eigenvalue problems , LINEAR ALGEBRA APPL (1-3) 294 (1999), 239-258.
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