Convergence of the Isometric Arnoldi Process

نویسندگان

  • S. Helsen
  • Arno B. J. Kuijlaars
  • Marc Van Barel
چکیده

It is well known that the performance of eigenvalue algorithms such as the Lanczos and the Arnoldi method depends on the distribution of eigenvalues. Under fairly general assumptions we characterize the region of good convergence for the Isometric Arnoldi Process. We also determine bounds for the rate of convergence and we prove sharpness of these bounds. The distribution of isometric Ritz values is obtained as the minimizer of an extremal problem. We use techniques from logarithmic potential theory in proving these results.

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عنوان ژورنال:
  • SIAM J. Matrix Analysis Applications

دوره 26  شماره 

صفحات  -

تاریخ انتشار 2005