English

On the convergence of harmonic Ritz vectors and harmonic Ritz values

Numerical Analysis 2016-04-19 v2

Abstract

We are interested in computing a simple eigenpair (λ,x)(\lambda,{\bf x}) of a large non-Hermitian matrix AA, by a general harmonic Rayleigh-Ritz projection method. Given a search subspace K\mathcal{K} and a target point τ\tau, we focus on the convergence of the harmonic Ritz vector x~\widetilde{\bf x} and harmonic Ritz value λ~\widetilde{\lambda}. In [{Z. Jia}, {\em The convergence of harmonic Ritz values, harmonic Ritz vectors, and refined harmonic Ritz vectors}, Math. Comput., 74 (2004), pp. 1441--1456.], Jia showed that for the convergence of harmonic Ritz vector and harmonic Ritz value, it is essential to assume certain Rayleigh quotient matrix being {\it uniformly nonsingular} as (x,K)0\angle({\bf x},\mathcal{K})\rightarrow 0. However, this assumption can not be guaranteed theoretically for a general matrix AA, and the Rayleigh quotient matrix can be singular or near singular even if τ\tau is not close to λ\lambda. In this paper, we abolish this constraint and derive new bounds for the convergence of harmonic Rayleigh-Ritz projection methods. We show that as the distance between x{\bf x} and K\mathcal{K} tends to zero and τ\tau is satisfied with the so-called {\it uniform separation condition}, the harmonic Ritz value converges, and the harmonic Ritz vector converges as 1λτ\frac{1}{\lambda-\tau} is well separated from other Ritz values of (AτI)1(A-\tau I)^{-1} in the orthogonal complement of (AτI)x~(A-\tau I)\widetilde{\bf x} with respect to (AτI)K(A-\tau I)\mathcal{K}.

Keywords

Cite

@article{arxiv.1603.01785,
  title  = {On the convergence of harmonic Ritz vectors and harmonic Ritz values},
  author = {Gang Wu},
  journal= {arXiv preprint arXiv:1603.01785},
  year   = {2016}
}

Comments

14 pages. arXiv admin note: text overlap with arXiv:1512.01584 by other authors