A refined harmonic Rayleigh-Ritz procedure and an explicitly restarted refined harmonic Arnoldi algorithm
نویسندگان
چکیده
منابع مشابه
Generalizations of Harmonic and Refined Rayleigh–ritz
Abstract. We investigate several generalizations of the harmonic and refined Rayleigh–Ritz method. These may be practical when one is interested in eigenvalues close to one of two targets (for instance, when the eigenproblem has Hamiltonian structure such that eigenvalues come in pairs or quadruples), or in rightmost eigenvalues close to (for instance) the imaginary axis. Our goal is to develop...
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After reviewing the harmonic Rayleigh–Ritz approach for the standard and generalized eigenvalue problem, we discuss different extraction processes for subspace methods for the polynomial eigenvalue problem. We generalize the harmonic and refined Rayleigh–Ritz approach, which are new approaches to extract promising approximate eigenpairs from a search space. We give theoretical as well as numeri...
متن کاملThe convergence of harmonic Ritz values, harmonic Ritz vectors and refined harmonic Ritz vectors
This paper concerns a harmonic projection method for computing an approximation to an eigenpair (λ, x) of a large matrix A. Given a target point τ and a subspace W that contains an approximation to x, the harmonic projection method returns an approximation (μ + τ, x̃) to (λ, x). Three convergence results are established as the deviation of x from W approaches zero. First, the harmonic Ritz value...
متن کاملPii: S0168-9274(01)00132-5
The harmonic Arnoldi method can be used to compute some eigenpairs of a large matrix, and it is more suitable for finding interior eigenpairs. However, the harmonic Ritz vectors obtained by the method may converge erratically and may even fail to converge, so that resulting algorithms may not perform well. To improve convergence, a refined harmonic Arnoldi method is proposed that replaces the h...
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The harmonic Lanczos bidiagonalization method can be used to compute the smallest singular triplets of a large matrix A. We prove that for good enough projection subspaces harmonic Ritz values converge if the columns of A are strongly linearly independent. On the other hand, harmonic Ritz values may miss some desired singular values when the columns of A are almost linearly dependent. Furthermo...
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ژورنال
عنوان ژورنال: Mathematical and Computer Modelling
سال: 2005
ISSN: 0895-7177
DOI: 10.1016/j.mcm.2005.01.028