Bounds on the convergence of Ritz values from Krylov subspaces to interior eigenvalues of Hermitean matrices

Research output: Working paper

Abstract

We consider bounds on the convergence of Ritz values from a sequence of Krylov subspaces to interior eigenvalues of Hermitean matrices. These bounds are useful in regions of low spectral density, for example near voids in the spectrum, as is required in many applications. Our bounds are obtained by considering the usual Kaniel-Paige-Saad formalism applied to the shifted and squared matrix.
Original languageEnglish
PublisherArXiv
Publication statusPublished - 13 Oct 2011

Fingerprint Dive into the research topics of 'Bounds on the convergence of Ritz values from Krylov subspaces to interior eigenvalues of Hermitean matrices'. Together they form a unique fingerprint.

Cite this