Error bounds in the isometric

  • eGHn GHn
  • Published 1997


Error bounds for the eigenvalues computed in the isometric Arnoldi method are derived. The Arnoldi method applied to a unitary matrix U successively computes a sequence of unitary upper Hessenberg matrices H k ; k = 1; 2; : : :. The eigenvalues of the H k 's are increasingly better approximations to eigenvalues of U. An upper bound for the distance of the… (More)