Variations on Harmonic Rayleigh–ritz for Standard and Generalized Eigenproblems

نویسنده

  • MICHIEL E. HOCHSTENBACH
چکیده

We present several variations on the harmonic Rayleigh–Ritz method. First, we introduce a relative harmonic approach for the standard, generalized, and polynomial eigenproblem. Second, a harmonic extraction method is studied for rightmost eigenvalues of generalized eigenvalue problems. Third, we propose harmonic extraction methods for large eigenvalues of generalized and polynomial eigenproblems, where we also discuss avoidance of infinite eigenvalues when the finite eigenvalues are of interest. We give an oversight of the different methods with their relations and several typical numerical examples. AMS subject classifications. 65F15, 65F50.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Harmonic Rayleigh-ritz for the Multiparameter Eigenvalue Problem

Harmonic extraction methods for the multiparameter eigenvalue problem willbe presented. These techniques are generalizations of their counterparts forthe standard and generalized eigenvalue problem. The methods aim to ap-proximate interior eigenpairs, generally more accurately than the standardextraction does. The process can be combined with any subspace expansionapproa...

متن کامل

Generalized block Lanczos methods for large unsymmetric eigenproblems

Generalized block Lanczos methods for large unsymmetric eigenproblems are presented, which contain the block Arnoldi method, and the block Arnoldi algorithms are developed. The convergence of this class of methods is analyzed when the matrix A is diagonalizable. Upper bounds for the distances between normalized eigenvectors and a block Krylov subspace are derived, and a priori theoretical error...

متن کامل

Preconditioned Eigensolvers for Large-Scale Nonlinear Hermitian Eigenproblems with Variational Characterizations. II. Interior Eigenvalues

We consider the solution of large-scale nonlinear algebraic Hermitian eigenproblems of the form T (λ)v = 0 that admit a variational characterization of eigenvalues. These problems arise in a variety of applications and are generalizations of linear Hermitian eigenproblems Av=λBv. In this paper, we propose a Preconditioned Locally Minimal Residual (PLMR) method for efficiently computing interior...

متن کامل

Harmonic and refined Rayleigh-Ritz for the polynomial eigenvalue problem

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 کامل

A Refined Harmonic Lanczos Bidiagonalization Method and an Implicitly Restarted Algorithm for Computing the Smallest Singular Triplets of Large Matrices

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...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2005