Title: Backward perturbation analysis and residual-based error bounds for the linear response eigenvalue problem
Authors: Zhang, Lei-Hong
Lin, Wen-Wei
Li, Ren-Cang
應用數學系
Department of Applied Mathematics
Keywords: Linear response eigenvalue problem;Eigenvalue approximation;Rayleigh-Ritz approximation;Backward perturbation;Error bound;Deflating subspace
Issue Date: 1-Sep-2015
Abstract: The numerical solution of a large scale linear response eigenvalue problem is often accomplished by computing a pair of deflating subspaces associated with the interesting part of the spectrum. This paper is concerned with the backward perturbation analysis for a given pair of approximate deflating subspaces or an approximate eigenquadruple. Various optimal backward perturbation bounds are obtained, as well as bounds for approximate eigenvalues computed through the pair of approximate deflating subspaces or approximate eigenquadruple. These results are reminiscent of many existing classical ones for the standard eigenvalue problem.
URI: http://dx.doi.org/10.1007/s10543-014-0519-8
http://hdl.handle.net/11536/128301
ISSN: 0006-3835
DOI: 10.1007/s10543-014-0519-8
Journal: BIT NUMERICAL MATHEMATICS
Volume: 55
Begin Page: 869
End Page: 896
Appears in Collections:Articles