LEHMANN BOUNDS AND EIGENVALUE ERROR ESTIMATION

被引：2
|
作者：
Ovtchinnikov, E. E. [1 ]
机构：
[1] UCL, Dept Math, London WC1E 6BT, England
来源：
SIAM JOURNAL ON NUMERICAL ANALYSIS | 2011年 / 49卷 / 05期
关键词：
eigenvalue computation; Lehmann intervals; a posteriori error estimation; quadratic residual bounds; subspace iterations; RESIDUAL BOUNDS;
D O I：
10.1137/100793062
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
The paper investigates the properties of Lehmann's optimal bounds for eigenvalues of Hermitian problems in order to find a way to efficiently use them for eigenvalue error estimation. A practical error estimation scheme is described that can be employed in the framework of a subspace iteration algorithm and is actually implemented by the HSL-ea19 software package from the HSL Mathematical Software Library of Rutherford Appleton Laboratory.
引用
收藏
页码：2078 / 2102
页数：25
相关论文
共 50 条
  • [41] IMPROVING EIGENVALUE BOUNDS USING EXTRA BOUNDS
    MERIKOSKI, JK
    WOLKOWICZ, H
    LINEAR ALGEBRA AND ITS APPLICATIONS, 1985, 68 (JUL) : 93 - 113
  • [42] ESTIMATION OF MEAN OF A NORMAL-DISTRIBUTION WITH GUARANTEED BOUNDS ON RELATIVE ERROR OF ESTIMATION
    VOLODIN, IN
    INDUSTRIAL LABORATORY, 1978, 44 (01): : 98 - 101
  • [43] A POSTERIORI EIGENVALUE ERROR ESTIMATION FOR A SCHRODINGER OPERATOR WITH INVERSE SQUARE POTENTIAL
    Li, Hengguang
    Ovall, Jeffrey S.
    DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2015, 20 (05): : 1377 - 1391
  • [44] A posteriori error estimation and improvement of solution for frame structure eigenvalue problems
    Kitamura, M
    Chen, YH
    Nobukawa, H
    PROCEEDINGS OF THE SEVENTH (1997) INTERNATIONAL OFFSHORE AND POLAR ENGINEERING CONFERENCE, VOL IV, 1997, 1997, : 339 - 346
  • [45] Sequence error probability lower bounds for joint detection and estimation
    Anastasopoulos, A
    IEEE TRANSACTIONS ON COMMUNICATIONS, 2003, 51 (03) : 347 - 351
  • [46] Lower Bounds on Exponential Moments of the Quadratic Error in Parameter Estimation
    Merhav, Neri
    2018 IEEE INTERNATIONAL SYMPOSIUM ON INFORMATION THEORY (ISIT), 2018, : 741 - 745
  • [47] On Speed Estimation from Incremental Encoders with Tunable Error Bounds
    Savaresi, Dario
    Centurioni, Marco
    Formentin, Simone
    Savaresi, Sergio M.
    IFAC PAPERSONLINE, 2021, 54 (14): : 179 - 184
  • [48] On estimation error bounds of the Elastic Net when p >> n
    Liu, Hanzhong
    Jia, Jinzhu
    STATISTICS, 2022, 56 (03) : 498 - 517
  • [49] Lower Bounds on Exponential Moments of the Quadratic Error in Parameter Estimation
    Merhav, Neri
    IEEE TRANSACTIONS ON INFORMATION THEORY, 2018, 64 (12) : 7636 - 7648
  • [50] Estimation by an unknown but bounded error model with indelinite upper bounds
    Wang, Shuning
    Dai, Jianshe
    Huazhong Ligong Daxue Xuebao/Journal Huazhong (Central China) University of Science and Technology, 1994, 22 (08):
12345