Towards backward perturbation bounds for approximate dual Krylov subspaces

Towards backward perturbation bounds for approximate dual Krylov subspaces
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朝向近似对偶 Krylov 子空间的后向扰动界限

DOI:
10.1007/s10543-012-0402-4
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发表时间:
2013-03
影响因子:
1.5
通讯作者:
Zhang Lu
Zhang Lu
中科院分区:
数学3区
文献类型:
--
作者:
Wei Yimin;Jia Zhigang;Ling Sitao;Zhang Lu

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给定一个矩阵xa,nbyn和两个子空间kjv维,我们考虑如何确定一个范数尽可能小的后向摄动e,使得kjv和它的伴随子空间分别为Krylov和Krylov。我们首先着重于确定给定一对双正交基的扰动矩阵,然后考虑如何选择合适的双正交基对并将克雷洛夫残差表示为矩阵的扰动xa。具体来说,当k =L时,微扰矩阵是全局最优的。结果表明,扰动矩阵的范数可以用克雷洛夫残差的范数和双正交基的范数来确定。数值实验证明了该策略的有效性。
Given a matrixA,nbyn, and two subspacesKandLof dimensionm, we consider how to determine a backward perturbationEwhose norm is as small as possible, such thatkandLare Krylov subspaces ofA+Eand its adjoint, respectively. We first focus on determining a perturbation matrix for a given pair of biorthonormal bases, and then take into account how to choose an appropriate biorthonormal pair and express the Krylov residuals as a perturbation of the matrixA. Specifically, the perturbation matrix is globally optimal whenAis Hermitian andK=L. The results show that the norm of the perturbation matrix can be assessed by using the norms of the Krylov residuals and those of the biorthonormal bases. Numerical experiments illustrate the efficiency of our strategy.
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