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
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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