Optimal a priori error bounds for the Rayleigh-Ritz method
نویسندگان
چکیده
منابع مشابه
Optimal a priori error bounds for the Rayleigh-Ritz method
We derive error bounds for the Rayleigh-Ritz method for the approximation to extremal eigenpairs of a symmetric matrix. The bounds are expressed in terms of the eigenvalues of the matrix and the angle between the subspace and the eigenvector. We also present a sharp bound.
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ژورنال
عنوان ژورنال: Mathematics of Computation
سال: 2002
ISSN: 0025-5718
DOI: 10.1090/s0025-5718-02-01435-7