|
Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2008, Volume 48, Number 7, Pages 1156–1166
(Mi zvmmf4556)
|
|
|
|
This article is cited in 4 scientific papers (total in 6 papers)
On a special basis of approximate eigenvectors with local supports for an isolated narrow cluster of eigenvalues of a symmetric tridiagonal matrix
S. K. Godunova, A. N. Malyshevb a Sobolev Institute of Mathematics, Siberian Branch, Russian Academy of Sciences, pr. Koptyuga 4, Novosibirsk, 630090, Russia
b Department of Mathematics, University of Bergen, Johannes Brunsgate 12, Bergen, 5008, Norway
Abstract:
Let $\tilde\lambda$ be an approximate eigenvalue of multiplicity $m_c=n-r$ of an $n\times n$ real symmetric tridiagonal matrix $T$ having nonzero off-diagonal entries. A fast algorithm is proposed (and numerically tested) for deleting $m_c$ rows of $T-\tilde\lambda I$ so that the condition number of the $r\times n$ matrix $B$ formed of the remaining r rows is as small as possible. A special basis of $m_c$ vectors with local supports is constructed for the subspace kerB. These vectors are approximate eigenvectors of $T$ corresponding to $\tilde\lambda$. Another method for deleting $m_c$ rows of $T-\tilde\lambda I$ is also proposed. This method uses a rank-revealing $\mathrm{QR}$ decomposition; however, it requires a considerably larger number of arithmetic operations. For the latter algorithm, the condition number of $B$ is estimated, and orthogonality estimates for vectors of the special basis of $\operatorname{ker}B$ are derived.
Key words:
tridiagonal matrix, eigenvalues, eigenvectors, Sturm sequences.
Received: 25.12.2007
Citation:
S. K. Godunov, A. N. Malyshev, “On a special basis of approximate eigenvectors with local supports for an isolated narrow cluster of eigenvalues of a symmetric tridiagonal matrix”, Zh. Vychisl. Mat. Mat. Fiz., 48:7 (2008), 1156–1166; Comput. Math. Math. Phys., 48:7 (2008), 1089–1099
Linking options:
https://www.mathnet.ru/eng/zvmmf4556 https://www.mathnet.ru/eng/zvmmf/v48/i7/p1156
|
Statistics & downloads: |
Abstract page: | 534 | Full-text PDF : | 234 | References: | 90 | First page: | 2 |
|