Galerkin eigenvector approximations

How close are Galerkin eigenvectors to the best approximation available out of the trial subspace? Under a variety of conditions the Galerkin method gives an approximate eigenvector that approaches asymptotically the projection of the exact eigenvector onto the trial subspace-and this occurs more rapidly than the underlying rate of convergence of the approximate eigenvectors. Both orthogonal-Galerkin and Petrov-Galerkin methods are considered here with a special emphasis on nonselfadjoint problems, thus extending earlier studies by Chatelin, Babuska and Osborn, and Knyazev. Consequences for the numerical treatment of elliptic PDEs discretized either with finite element methods or with spectral methods are discussed. New lower bounds to the sep of a pair of operators are developed as well.

[1]  Jerome A. Goldstein On the operator equation $AX+XB=Q$ , 1978 .

[2]  Mitchell Luskin,et al.  Approximation of the spectrum of closed operators: the determination of normal modes of a rotating basin , 1981 .

[3]  Tosio Kato Perturbation theory for linear operators , 1966 .

[4]  Amnon Pazy,et al.  Semigroups of Linear Operators and Applications to Partial Differential Equations , 1992, Applied Mathematical Sciences.

[5]  J. Wloka,et al.  Partial differential equations: Strongly elliptic differential operators and the method of variations , 1987 .

[6]  Andrew Knyazev,et al.  New estimates for Ritz vectors , 1997, Math. Comput..

[7]  Erhard Heinz,et al.  Beiträge zur Störungstheorie der Spektralzerleung , 1951 .

[8]  David S. Watkins,et al.  Convergence of algorithms of decomposition type for the eigenvalue problem , 1991 .

[9]  Jacques Rappaz,et al.  Spectral Approximation .1. Problem of Convergence , 1978 .

[10]  W. Arnoldi The principle of minimized iterations in the solution of the matrix eigenvalue problem , 1951 .

[11]  M. Rosenblum,et al.  On the operator equation $BX-XA=Q$ , 1956 .

[12]  C. Lanczos An iteration method for the solution of the eigenvalue problem of linear differential and integral operators , 1950 .

[13]  G. M.,et al.  Partial Differential Equations I , 2023, Applied Mathematical Sciences.

[14]  Tosio Kato Estimation of Iterated Matrices, with application to the von Neumann condition , 1960 .

[15]  I. Babuska,et al.  Finite element-galerkin approximation of the eigenvalues and Eigenvectors of selfadjoint problems , 1989 .

[16]  Zhishun A. Liu,et al.  A Look Ahead Lanczos Algorithm for Unsymmetric Matrices , 1985 .