LEHMANN BOUNDS AND EIGENVALUE ERROR ESTIMATION

被引：2
作者：
Ovtchinnikov, E. E. [1 ]
机构：
[1] UCL, Dept Math, London WC1E 6BT, England
来源：
SIAM JOURNAL ON NUMERICAL ANALYSIS | 2011年 / 49卷 / 05期
关键词：
eigenvalue computation; Lehmann intervals; a posteriori error estimation; quadratic residual bounds; subspace iterations; RESIDUAL BOUNDS;
D O I：
10.1137/100793062
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
The paper investigates the properties of Lehmann's optimal bounds for eigenvalues of Hermitian problems in order to find a way to efficiently use them for eigenvalue error estimation. A practical error estimation scheme is described that can be employed in the framework of a subspace iteration algorithm and is actually implemented by the HSL-ea19 software package from the HSL Mathematical Software Library of Rutherford Appleton Laboratory.
引用
收藏
页码：2078 / 2102
页数：25
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