Rank-1 perturbations and the Lanczos method, inverse iteration, and Krylov subspaces

Enhancement of Krylov Subspace Spectral Methods by Block Lanczos Iteration

Abstract. This paper presents a modification of Krylov subspace spectral (KSS) methods, which build on the work of Golub, Meurant and others, pertaining to moments and Gaussian quadrature to produce high-order accurate approximate solutions to variable-coefficient time-dependent PDEs. Whereas KSS methods currently use Lanczos iteration to compute the needed quadrature rules, our modification us...

The Lanczos Method 10 . 3 1 Lanczos Method

Invariant Subspaces for Certain Finite-rank Perturbations of Diagonal Operators

Suppose that {ek} is an orthonormal basis for a separable, infinite-dimensional Hilbert space H. Let D be a diagonal operator with respect to the orthonormal basis {ek}. That is, D = ∑∞ k=1 λkek⊗ek, where {λk} is a bounded sequence of complex numbers. Let T = D + u1 ⊗ v1 + · · ·+ un ⊗ vn. Improving a result [2] of Foias et al., we show that if the vectors u1, . . . , un and v1, . . . , vn satis...

Inverse, Shifted Inverse, and Rayleigh Quotient Iteration as Newton's Method

Two-norm normalized inverse, shifted inverse, and Rayleigh quotient iteration are well-known algorithms for approximating an eigenvector of a symmetric matrix. In this work we establish rigorously that each one of these three algorithms can be viewed as a standard form of Newton’s method from the nonlinear programming literature, followed by the normalization. This equivalence adds considerable...

Finite Rank Perturbations, Scattering Matrices and Inverse Problems

In this paper the scattering matrix of a scattering system consisting of two selfadjoint operators with finite dimensional resolvent difference is expressed in terms of a matrix Nevanlinna function. The problem is embedded into an extension theoretic framework and the theory of boundary triplets and associated Weyl functions for (in general nondensely defined) symmetric operators is applied. Th...