瑞利-里兹近似的推广

Mickaël Robbé
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引用次数: 0

摘要

我们感兴趣的是用瑞利-里兹过程逼近大的非厄米矩阵的不变子空间。尽管它的非最优性,这个过程被广泛使用。在某种意义上,我们证明了它的使用,并推导了一个先验的误差界,扩展了Saad在厄米情况下得到的特征向量的结果。
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Une généralisation de l'approximation de Rayleigh–Ritz

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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