Volume 20, pp. 235-252, 2005.

Generalizations of harmonic and refined Rayleigh-Ritz

Michiel E. Hochstenbach

Abstract

We investigate several generalizations of the harmonic and refined Rayleigh–Ritz method. These may be practical when one is interested in eigenvalues close to one of two targets (for instance, when the eigenproblem has Hamiltonian structure such that eigenvalues come in pairs or quadruples), or in rightmost eigenvalues close to (for instance) the imaginary axis. Our goal is to develop new methods to extract promising approximate eigenpairs from a search space, for instance one generated by the Arnoldi or Jacobi–Davidson method. We give theoretical as well as numerical results of the methods, and recommendations for their use.

Full Text (PDF) [396 KB]

Key words

Rational harmonic Rayleigh–Ritz, rightmost eigenvalue, structured eigenproblem, Hamiltonian matrix, Rayleigh–Ritz, harmonic Rayleigh–Ritz, refined Rayleigh–Ritz, subspace method, subspace extraction, Jacobi–Davidson

AMS subject classifications

65F15, 65F50.

Links to the cited ETNA articles

[1]Vol. 7 (1998), pp. 18-39 Christopher Beattie: Harmonic Ritz and Lehmann bounds
[16]Vol. 7 (1998), pp. 75-89 Gerard L. G. Sleijpen, Henk A. van der Vorst, and Ellen Meijerink: Efficient expansion of subspaces in the Jacobi-Davidson method for standard and generalized eigenproblems

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