On the Convergence of q-Ritz Pairs and Refined q-Ritz Vectors for Quadratic Eigenvalue Problems

Details On the Convergence of q-Ritz Pairs and Refined q-Ritz Vectors for Quadratic Eigenvalue Problems On the Convergence of q-Ritz Pairs and Refined q-Ritz Vectors for Quadratic Eigenvalue Problems

2011-09-29

arxiv.org/abs/1109.6426v2

Mathematics

Numerical Analysis

14 pages

Scientific paper

For a given subspace, the q-Rayleigh-Ritz method projects the large quadratic eigenvalue problem (QEP) onto it and produces a small sized dense QEP. Similar to the Rayleigh-Ritz method for the linear eigenvalue problem, the q-Rayleigh-Ritz method defines the q-Ritz values and the q-Ritz vectors of the QEP with respect to the projection subspace. We analyze the convergence of the method when the angle between the subspace and the desired eigenvector converges to zero. We prove that there is a q-Ritz value that converges to the desired eigenvalue unconditionally but the q-Ritz vector converges conditionally and may fail to converge. To remedy the drawback of possible non-convergence of the q-Ritz vector, we propose a refined q-Ritz vector that is mathematically different from the q-Ritz vector and is proved to converge unconditionally. We construct examples to illustrate our theory.

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