Error bounds for the Arnoldi method: a set of extreme eigenpairs

Authors
Knizhnerman, L
Citation
L. Knizhnerman, Error bounds for the Arnoldi method: a set of extreme eigenpairs, LIN ALG APP, 296(1-3), 1999, pp. 191-211
Citations number
29
Categorie Soggetti
Mathematics
Journal title
LINEAR ALGEBRA AND ITS APPLICATIONS
ISSN journal
00243795 → ACNP
Volume
296
Issue
1-3
Year of publication
1999
Pages
191 - 211
Database
ISI
SICI code
0024-3795(19990715)296:1-3<191:EBFTAM>2.0.ZU;2-Q
Abstract
Exponential estimates are proved for the error of computing a finite set of extreme eigenvalues and corresponding eigenvectors of a bounded operator b y means of the Arnoldi method. An analogous estimate for computation of an operator function is given. Numerical examples are presented. (C) 1999 Else vier Science Inc. All rights reserved.