Harmonic Ritz and Lehmann bounds
Electronic transactions on numerical analysis, Tome 7 (1998), pp. 18-39
This article reviews a variety of results related to optimal bounds for matrix eigenvalues - some results presented here are well-known; others are less known; and a few are new. The focus rests especially on Ritz and harmonic Ritz values, and rightand left-definite variants of Lehmann's optimal bounds. Two new computationally advantageous reformulations of left-definite Lehmann bounds are introduced, together with a discussion indicating why they might be preferable to the cheaper right-definite bounds.
Classification :
65F15, 49R05
Keywords: optimal eigenvalue bounds, lehmann intervals, harmonic ritz values
Keywords: optimal eigenvalue bounds, lehmann intervals, harmonic ritz values
@article{ETNA_1998__7__a11,
author = {Beattie, Christopher},
title = {Harmonic {Ritz} and {Lehmann} bounds},
journal = {Electronic transactions on numerical analysis},
pages = {18--39},
year = {1998},
volume = {7},
zbl = {0918.65027},
language = {en},
url = {http://geodesic.mathdoc.fr/item/ETNA_1998__7__a11/}
}
Beattie, Christopher. Harmonic Ritz and Lehmann bounds. Electronic transactions on numerical analysis, Tome 7 (1998), pp. 18-39. http://geodesic.mathdoc.fr/item/ETNA_1998__7__a11/