Optimal a priori error bounds for the Rayleigh-Ritz method

被引：5
|
作者：
Sleijpen, GLG
van den Eshof, J
Smit, P
机构：
[1] Univ Utrecht, Dept Math, NL-3508 TA Utrecht, Netherlands
[2] Tilburg Univ, Ctr Econ Res, NL-1423 ND Uithoorn, Netherlands
来源：
MATHEMATICS OF COMPUTATION | 2003年 / 72卷 / 242期
关键词：
symmetric matrices; eigenvalue problem; subspace projection; Rayleigh-Ritz; error bounds;
D O I：
10.1090/S0025-5718-02-01435-7
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
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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页码：677 / 684
页数：8
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