Title: Necessary and sufficient conditions for orthogonal similarity transformations to obtain the Ritz values
Authors: Vandebril, Raf
Van Barel, Marc
Issue Date: Jul-2004
Publisher: K.U.Leuven, Department of Computer Science
Series Title: TW Reports vol:TW396
Abstract: It is a well-known fact that while reducing a symmetric matrix into a similar tridiagonal one, the already tridiagonal matrix in the partially reduced matrix has as eigenvalues the Lanczos-Ritz values (see e.g. [Golub G. and Van Loan C.] ). This behavior is also shared by the reduction algorithm which transforms symmetric matrices via orthogonal similarity transformations to semiseparable form (see [Van Barel, Vandebril, Mastronardi]). Moreover also the orthogonal reduction to Hessenberg form has a similar behavior with respect to the Arnoldi-Ritz values.
In this paper we investigate the orthogonal similarity transformations creating this behavior. Two easy conditions are derived, which
provide necessary and suļ¬ƒcient conditions which have to be placed
on the orthogonal similarity transformation, such that the partially
reduced matrices have the desired convergence behavior. The conditions are easy to check as they demand that in every step of the reduction algorithm two particular matrices need to have a zero block.
Publication status: published
KU Leuven publication type: IR
Appears in Collections:Numerical Analysis and Applied Mathematics Section

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