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A generalization of Saad's bound on harmonic Ritz vectors of Hermitian matrices
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A generalization of Saad's bound on harmonic Ritz vectors of Hermitian matrices
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A generalization of Saad's bound on harmonic Ritz vectors of Hermitian matrices
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Paper
A generalization of Saad's bound on harmonic Ritz vectors of Hermitian matrices
2015
Overview
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.
Publisher
Cornell University Library, arXiv.org
