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Mathematics of Computation

Published by the American Mathematical Society, the Mathematics of Computation (MCOM) is devoted to research articles of the highest quality in all areas of pure and applied mathematics.

ISSN 1088-6842 (online) ISSN 0025-5718 (print)

The 2020 MCQ for Mathematics of Computation is 1.98.

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The convergence of harmonic Ritz values, harmonic Ritz vectors and refined harmonic Ritz vectors
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by Zhongxiao Jia PDF
Math. Comp. 74 (2005), 1441-1456 Request permission

Abstract:

This paper concerns a harmonic projection method for computing an approximation to an eigenpair $(\lambda , x)$ of a large matrix $A$. Given a target point $\tau$ and a subspace $\mathcal {W}$ that contains an approximation to $x$, the harmonic projection method returns an approximation $(\mu +\tau , \tilde x)$ to $(\lambda ,x)$. Three convergence results are established as the deviation $\epsilon$ of $x$ from $\mathcal {W}$ approaches zero. First, the harmonic Ritz value $\mu +\tau$ converges to $\lambda$ if a certain Rayleigh quotient matrix is uniformly nonsingular. Second, the harmonic Ritz vector $\tilde x$ converges to $x$ if the Rayleigh quotient matrix is uniformly nonsingular and $\mu +\tau$ remains well separated from the other harmonic Ritz values. Third, better error bounds for the convergence of $\mu +\tau$ are derived when $\tilde x$ converges. However, we show that the harmonic projection method can fail to find the desired eigenvalue $\lambda$—in other words, the method can miss $\lambda$ if it is very close to $\tau$. To this end, we propose to compute the Rayleigh quotient $\rho$ of $A$ with respect to $\tilde x$ and take it as a new approximate eigenvalue. $\rho$ is shown to converge to $\lambda$ once $\tilde x$ tends to $x$, no matter how $\tau$ is close to $\lambda$. Finally, we show that if the Rayleigh quotient matrix is uniformly nonsingular, then the refined harmonic Ritz vector, or more generally the refined eigenvector approximation introduced by the author, converges. We construct examples to illustrate our theory.
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Additional Information
  • Zhongxiao Jia
  • Affiliation: Department of Mathematical Sciences, Tsinghua University, Beijing 100084, Peoples Republic of China
  • Email: zjia@math.tsinghua.edu.cn
  • Received by editor(s): June 7, 2002
  • Received by editor(s) in revised form: December 23, 2003
  • Published electronically: June 1, 2004
  • Additional Notes: Work supported by Special Funds for the State Major Basic Research Projects (G1999032805)
  • © Copyright 2004 American Mathematical Society
  • Journal: Math. Comp. 74 (2005), 1441-1456
  • MSC (2000): Primary 15A18, 65F15, 65F30
  • DOI: https://doi.org/10.1090/S0025-5718-04-01684-9
  • MathSciNet review: 2137011