Article ID Journal Published Year Pages File Type
6416141 Linear Algebra and its Applications 2016 17 Pages PDF
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
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