Convergence rates of block iterations for solving eigenvalue problems typically measure errors of Ritz values approximating eigenvalues. The errors of the Ritz values are commonly bounded in terms of principal angles between the initial or iterative subspace and the invariant subspace associated with the target eigenvalues. Such bounds thus cannot be applied repeatedly as needed for restarted block eigensolvers, since the left- and right-hand sides of the bounds use different terms. They must be combined with additional bounds which could cause an overestimation. Alternative repeatable bounds that are angle-free and depend only on the errors of the Ritz values have been pioneered for Hermitian eigenvalue problems in doi:10.1515/rnam.1987.2.5.371 but only for a single extreme Ritz value. We extend this result to all Ritz values and achieve robustness for clustered eigenvalues by utilizing nonconsecutive eigenvalues. Our new bounds cover the restarted block Lanczos method and its modifications with shift-and-invert and deflation, and are numerically advantageous.
翻译:用于解决密封值问题的整块迭代率通常测量 Ritz 值的误差。 Ritz 值的误差通常以初始或迭代子空间和与目标天值相关联的静态子空间之间的主要角度为界。因此,这种误差不能根据重新启动块隔绝值的需要反复应用,因为边框的左侧和右侧使用不同的术语。它们必须结合可能造成高估的额外界限。其他可重复性界限是无角的,仅取决于Ritz 值的差错。在 doi: 10.1515/rnam.1987. 2.5.371 中,对Hermitian egen值问题进行了先驱化,但只针对单一的极端Ritz值。我们通过使用不相容的双倍值,将这一结果推广到所有Ritz 值中,并实现组合的egen值的稳健性。我们的新界限覆盖了重新启动的蓝氏块块的可重复性边框,仅取决于Ritz 值的误差。