Error bounds for the Arnoldi method: A set of extreme eigenpairs

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Knizhnerman, Leonid

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Linear Algebra and Its Applications | / 296卷 / 01期

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Exponential estimates are proved for the error of computing a finite set of extreme eigenvalues and corresponding eigenvectors of a bounded operator by means of the Arnoldi method. An analogous estimate for computation of an operator function is given. Numerical examples are presented.

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页码：191 / 211

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