On the convergence of harmonic Ritz vectors and harmonic Ritz values
Abstract
We are interested in computing a simple eigenpair of a large non-Hermitian matrix , by a general harmonic Rayleigh-Ritz projection method. Given a search subspace and a target point , we focus on the convergence of the harmonic Ritz vector and harmonic Ritz value . 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 . However, this assumption can not be guaranteed theoretically for a general matrix , and the Rayleigh quotient matrix can be singular or near singular even if is not close to . 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 and tends to zero and is satisfied with the so-called {\it uniform separation condition}, the harmonic Ritz value converges, and the harmonic Ritz vector converges as is well separated from other Ritz values of in the orthogonal complement of with respect to .
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