Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
6416141 | Linear Algebra and its Applications | 2016 | 17 Pages |
Abstract
We prove a Saad's type bound for harmonic Ritz vectors of a Hermitian matrix. The new bound reveals a dependence of the harmonic Rayleigh-Ritz procedure on the condition number of a shifted problem operator. Several practical implications are discussed. In particular, the bound motivates incorporation of preconditioning into the harmonic Rayleigh-Ritz scheme.
Related Topics
Physical Sciences and Engineering
Mathematics
Algebra and Number Theory
Authors
Eugene Vecharynski,