In a semiorthogonal Lanczos algorithm, the orthogonality of the Lanczos vectors is allowed to deteriorate to roughly the square root of the rounding unit, after which the current vectors are reorthogonalized. A theorem of Simon 4] shows that the Rayleigh quotient | i.e., the tridiagonal matrix produced by the Lanczos recursion | contains fully accurate approximations to the Ritz values in spite...

In a semiorthogonal Lanczos algorithm, the orthogonality of the Lanczos vectors is allowed to deteriorate to roughly the square root of the rounding unit, after which the current vectors are reorthogonalized. A theorem of Simon 4] shows that the Rayleigh quotient | i.e., the tridiagonal matrix produced by the Lanczos recursion | contains fully accurate approximations to the Ritz values in spite...

The aim of this paper is to provide a convergence analysis for a preconditioned subspace iteration, which is designated to determine a modest number of the smallest eigenvalues and its corresponding invariant subspace of eigenvectors of a large, symmetric positive definite matrix. The algorithm is built upon a subspace implementation of preconditioned inverse iteration, i.e., the well-known inv...

A deeation procedure is introduced that is designed to improve the convergence of an implicitly restarted Arnoldi iteration for computing a few eigenvalues of a large matrix. As the iteration progresses the Ritz value approximations of the eigenvalues of A converge at diierent rates. A numerically stable scheme is introduced that implicitly deeates the converged approximations from the iteratio...

This paper deals with the computation of the eigenvalues of a three-parameter Sturm-Liouville problem in the form of ordinary differential equation using Rayleigh-Ritz Method, a method which is based on the principle of variational methods. This method has been effective in computing the eigenvalues of self-adjoint problems. The resulting equations obtained in applying Rayleigh-Ritz method on t...

In this article we further develop a perturbation approach to the Rayleigh– Ritz approximations from our earlier work. We both sharpen the estimates and extend the applicability of the theory to nonnegative definite operators . The perturbation argument enables us to solve two problems in one go: We determine which part of the spectrum of the operator is being approximated by the Ritz values an...

where the values of the constants Ai, A2 and Pi, P2 are not simultaneously zero. Several methods have been proposed to determine the proper elements (i.e. eigenvalues and eigenfunctions) of Sturm-Liouville equations. Most of them have been reviewed by Kopal [1], but we shall examine one of them, the so called Rayleigh-Ritz method, in order to explain the main defect they have in common and to j...

The so called Wilkinson’s Schur complement trick plays a prominent role in the theory of eigenvalue estimates for finite matrices. We apply this technique to the problem of obtaining Ritz value spectral estimates for a positive definite self-adjoint operator in a Hilbert space. New estimates have a form of a Temple–Kato like inequality and are particularly suited to a situation in which we are ...

The IDR method of Sonneveld and van Gijzen [SIAM J. Sci. Comput., 31:1035–1062, 2008] is shown to be a Petrov-Galerkin (projection) method with a particular choice of left Krylov subspaces; these left subspaces are rational Krylov spaces. Consequently, other methods, such as BiCGStab and ML(s)BiCGStab, which are mathematically equivalent to some versions of IDR, can also be interpreted as Petro...