{"title":"Une généralisation de l'approximation de Rayleigh–Ritz","authors":"Mickaël Robbé","doi":"10.1016/S0764-4442(01)02127-9","DOIUrl":null,"url":null,"abstract":"<div><p>We are interested in the approximation of invariant subspaces of large non-Hermitian matrices by the Rayleigh–Ritz procedure. Despite its nonoptimality, this procedure is widely used. We justify, in some sense, its use and derive an a priori error bound that extends Saad's result obtained for eigenvectors in the Hermitian case.</p></div>","PeriodicalId":100300,"journal":{"name":"Comptes Rendus de l'Académie des Sciences - Series I - Mathematics","volume":"333 12","pages":"Pages 1117-1120"},"PeriodicalIF":0.0000,"publicationDate":"2001-12-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/S0764-4442(01)02127-9","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Comptes Rendus de l'Académie des Sciences - Series I - Mathematics","FirstCategoryId":"1085","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0764444201021279","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
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Abstract
We are interested in the approximation of invariant subspaces of large non-Hermitian matrices by the Rayleigh–Ritz procedure. Despite its nonoptimality, this procedure is widely used. We justify, in some sense, its use and derive an a priori error bound that extends Saad's result obtained for eigenvectors in the Hermitian case.
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